+5.6%
CVS vs RSG
+19.5%
-14.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.0% | -13.6% | -12.7% |
| 7D | -11.1% | +5.1% | -16.3% | -12.3% |
| 30D | -7.4% | +15.3% | -22.8% | -10.5% |
| 3M | -22.9% | +18.6% | -41.4% | -25.7% |
| 6M | -1.2% | +19.5% | -20.7% | -5.2% |
| YTD | +3.9% | +17.2% | -13.3% | +1.3% |
| 1Y | +5.6% | +19.6% | -14.0% | +2.8% |
| All | +5.6% | +19.5% | -14.0% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling