+686.2%
CVS vs RSG
+2,013.0%
-1,326.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -0.3% | +3.7% | -4.0% | -1.3% |
| 3M | -1.1% | +6.2% | -7.3% | -2.8% |
| 6M | +23.7% | -2.8% | +26.5% | +24.3% |
| YTD | +23.0% | +5.9% | +17.1% | +20.7% |
| 1Y | +37.2% | -1.8% | +38.9% | +37.2% |
| 3Y | +62.4% | +57.5% | +4.9% | +42.8% |
| 5Y | +31.8% | +91.1% | -59.3% | +9.9% |
| 10Y | +41.9% | +428.1% | -386.2% | -6.7% |
| All | +686.2% | +2,013.0% | -1,326.7% | +300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling