+211.0%
RSP vs CVS
+63.8%
+147.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.4% | +6.6% | -4.2% | +0.6% |
| 30D | +4.3% | -0.4% | +4.7% | +3.9% |
| 3M | -0.3% | -5.3% | +4.9% | +0.5% |
| 6M | +9.8% | -7.7% | +17.5% | +11.3% |
| YTD | +16.8% | +16.0% | +0.8% | +9.7% |
| 1Y | +19.5% | +16.2% | +3.3% | +12.1% |
| 3Y | +65.1% | +47.6% | +17.6% | +38.5% |
| 5Y | +48.7% | +12.3% | +36.4% | +36.7% |
| All | +211.0% | +63.8% | +147.2% | +135.0% |
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