+5.6%
CVS vs RUN
-53.7%
+59.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.3% | -13.8% | -12.5% |
| 7D | -11.1% | +18.5% | -29.6% | -11.0% |
| 30D | -7.4% | +15.5% | -22.9% | -7.4% |
| 3M | -22.9% | -20.3% | -2.6% | -23.1% |
| 6M | -1.2% | -30.8% | +29.6% | -1.7% |
| YTD | +3.9% | -52.2% | +56.1% | +1.4% |
| 1Y | +5.6% | -53.9% | +59.4% | +3.0% |
| All | +5.6% | -53.7% | +59.3% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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