+41.0%
CVS vs RUN
+43.4%
-2.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | -2.0% | -3.4% | +1.4% | -1.9% |
| 30D | +1.9% | -14.0% | +15.9% | +2.4% |
| 3M | -2.2% | -27.5% | +25.3% | -1.3% |
| 6M | +26.7% | -29.0% | +55.7% | +27.7% |
| YTD | +22.9% | -53.1% | +76.0% | +24.9% |
| 1Y | +32.9% | -46.7% | +79.6% | +34.0% |
| 3Y | +62.3% | -38.3% | +100.6% | +54.9% |
| 5Y | +34.2% | -80.7% | +114.9% | +32.4% |
| All | +41.0% | +43.4% | -2.4% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling