+40.0%
CVS vs RRX
+228.4%
-188.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.3% | -1.4% |
| 7D | -2.2% | -0.3% | -1.8% | -2.1% |
| 30D | -0.1% | -6.1% | +6.1% | +1.2% |
| 3M | -5.2% | -23.1% | +17.8% | -0.6% |
| 6M | +26.9% | -19.5% | +46.4% | +30.4% |
| YTD | +22.1% | +16.1% | +6.0% | +14.6% |
| 1Y | +30.8% | +12.9% | +17.9% | +22.9% |
| 3Y | +54.4% | +7.9% | +46.5% | +41.6% |
| 5Y | +33.4% | +19.1% | +14.3% | +14.5% |
| All | +40.0% | +228.4% | -188.4% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling