+1,770.7%
CVS vs RRC
+1,511.7%
+258.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +12.0% | -0.5% | +12.4% | +12.0% |
| 30D | +2.8% | +25.2% | -22.4% | +1.1% |
| 3M | -3.6% | +27.8% | -31.4% | -5.3% |
| 6M | -1.6% | +27.2% | -28.8% | -3.4% |
| YTD | +16.3% | +48.2% | -31.9% | +12.9% |
| 1Y | +15.5% | +34.7% | -19.2% | +12.8% |
| 3Y | +48.1% | +62.2% | -14.1% | +41.9% |
| 5Y | +12.3% | +130.9% | -118.6% | +3.5% |
| 10Y | +62.7% | +73.4% | -10.7% | +41.8% |
| All | +1,770.7% | +1,511.7% | +258.9% | +1,372.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling