+31.8%
CVS vs RVTY
-34.2%
+66.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | -1.9% | -5.4% | +3.5% | -1.2% |
| 30D | -0.3% | +6.7% | -7.1% | -1.3% |
| 3M | -1.1% | +19.0% | -20.1% | -3.8% |
| 6M | +23.7% | +34.6% | -10.9% | +17.8% |
| YTD | +23.0% | +28.3% | -5.3% | +17.5% |
| 1Y | +37.2% | +46.0% | -8.9% | +28.0% |
| 3Y | +62.4% | +16.9% | +45.6% | +55.5% |
| 5Y | +31.8% | -32.9% | +64.7% | +34.8% |
| All | +31.8% | -34.2% | +66.0% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling