+20.4%
CVS vs RUN
-31.9%
+52.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.5% |
| 7D | +4.0% | +1.3% | +2.7% | +3.9% |
| 30D | -2.4% | -15.3% | +12.9% | -1.9% |
| 3M | +2.7% | -40.0% | +42.7% | +4.2% |
| 6M | +21.9% | -27.0% | +48.8% | +22.6% |
| YTD | +24.7% | -51.7% | +76.4% | +26.6% |
| 1Y | +35.4% | -45.9% | +81.3% | +36.5% |
| 3Y | +65.2% | -43.8% | +109.0% | +59.0% |
| 5Y | +30.5% | -80.5% | +111.0% | +28.6% |
| 10Y | +40.4% | +45.3% | -4.9% | +18.7% |
| All | +20.4% | -31.9% | +52.3% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling