+13.0%
CVS vs RUN
-85.3%
+98.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | +6.6% | -13.5% | +20.1% | +6.8% |
| 30D | -0.4% | +18.3% | -18.7% | -0.8% |
| 3M | -5.3% | -12.5% | +7.2% | -5.2% |
| 6M | -7.7% | -40.3% | +32.6% | -7.1% |
| YTD | +16.0% | -53.1% | +69.1% | +16.8% |
| 1Y | +16.2% | -54.3% | +70.5% | +17.0% |
| 3Y | +47.6% | -6.5% | +54.1% | +42.0% |
| All | +13.0% | -85.3% | +98.2% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling