+1,893.3%
CVS vs RRX
+3,925.9%
-2,032.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.6% | +4.3% | -5.8% | -2.4% |
| 30D | +0.4% | -8.0% | +8.4% | +2.1% |
| 3M | -0.4% | -22.0% | +21.6% | +4.0% |
| 6M | +25.1% | -11.9% | +37.0% | +26.2% |
| YTD | +23.9% | +17.1% | +6.8% | +16.9% |
| 1Y | +41.1% | +14.9% | +26.2% | +33.0% |
| 3Y | +63.6% | +6.9% | +56.7% | +51.0% |
| 5Y | +31.5% | +19.6% | +12.0% | +15.7% |
| 10Y | +40.5% | +215.9% | -175.5% | -3.4% |
| All | +1,893.3% | +3,925.9% | -2,032.6% | +743.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling