+209.8%
RSP vs CVS
+40.0%
+169.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | -1.8% | -1.9% | +0.1% | -1.3% |
| 30D | -2.5% | -0.3% | -2.2% | -2.5% |
| 3M | +3.0% | -1.1% | +4.1% | +3.0% |
| 6M | +8.9% | +23.7% | -14.8% | +1.8% |
| YTD | +13.0% | +23.0% | -10.0% | +5.1% |
| 1Y | +16.2% | +37.2% | -20.9% | +4.5% |
| 3Y | +52.7% | +62.4% | -9.7% | +25.3% |
| 5Y | +50.5% | +31.8% | +18.6% | +31.6% |
| 10Y | +209.8% | +41.9% | +167.9% | +141.5% |
| All | +209.8% | +40.0% | +169.8% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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