+1,907.2%
CVS vs RVTY
+2,416.7%
-509.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.0% | +1.1% | +2.9% | +3.7% |
| 30D | -2.4% | +13.2% | -15.6% | -4.5% |
| 3M | +2.7% | +27.2% | -24.6% | -1.8% |
| 6M | +21.9% | +32.4% | -10.5% | +15.3% |
| YTD | +24.7% | +34.9% | -10.1% | +17.3% |
| 1Y | +35.4% | +52.4% | -16.9% | +24.4% |
| 3Y | +65.2% | +12.3% | +52.9% | +57.0% |
| 5Y | +30.5% | -30.8% | +61.4% | +33.1% |
| 10Y | +40.4% | +150.7% | -110.3% | +12.9% |
| All | +1,907.2% | +2,416.7% | -509.5% | +887.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling