+41.0%
CVS vs RVTY
+139.0%
-98.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.4% |
| 7D | -2.0% | -7.4% | +5.5% | -0.4% |
| 30D | +1.9% | +4.5% | -2.6% | +0.8% |
| 3M | -2.2% | +19.5% | -21.7% | -6.1% |
| 6M | +26.7% | +34.1% | -7.4% | +18.0% |
| YTD | +22.9% | +25.3% | -2.4% | +15.5% |
| 1Y | +32.9% | +47.0% | -14.1% | +20.1% |
| 3Y | +62.3% | +14.1% | +48.2% | +51.7% |
| 5Y | +34.2% | -34.6% | +68.8% | +42.6% |
| All | +41.0% | +139.0% | -98.0% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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