+1,776.3%
CVS vs RVTY
+2,936.0%
-1,159.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +10.4% | +4.1% | +6.3% | +9.7% |
| 30D | +3.3% | +1.3% | +2.0% | +3.0% |
| 3M | -4.5% | +33.3% | -37.8% | -9.4% |
| 6M | -4.4% | +58.3% | -62.7% | -12.1% |
| YTD | +16.6% | +62.7% | -46.1% | +5.9% |
| 1Y | +15.3% | +67.2% | -51.9% | +4.2% |
| 3Y | +48.6% | +87.3% | -38.8% | +29.5% |
| 5Y | +12.9% | -13.4% | +26.3% | +10.6% |
| 10Y | +63.2% | +217.2% | -154.0% | +25.9% |
| All | +1,776.3% | +2,936.0% | -1,159.7% | +792.3% |
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 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