+48.3%
CVS vs RUN
-8.5%
+56.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.1% | +6.4% | +0.4% |
| 7D | +10.4% | -13.7% | +24.1% | +10.6% |
| 30D | +3.3% | +9.4% | -6.1% | +3.1% |
| 3M | -4.5% | -13.4% | +8.9% | -4.5% |
| 6M | -4.4% | -39.6% | +35.2% | -4.0% |
| YTD | +16.6% | -53.7% | +70.3% | +17.0% |
| 1Y | +15.3% | -56.2% | +71.5% | +15.8% |
| All | +48.3% | -8.5% | +56.8% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling