+55.4%
CVS vs RRX
+1.6%
+53.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | -2.0% | -3.7% | +1.8% | -1.6% |
| 30D | +1.9% | -9.3% | +11.2% | +3.0% |
| 3M | -2.2% | -21.8% | +19.6% | +0.1% |
| 6M | +26.7% | -22.0% | +48.7% | +29.2% |
| YTD | +22.9% | +11.9% | +10.9% | +19.8% |
| 1Y | +32.9% | +11.6% | +21.3% | +29.4% |
| All | +55.4% | +1.6% | +53.8% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling