+213.2%
RSP vs CVS
+57.7%
+155.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.2% |
| 7D | +0.7% | -2.6% | +3.4% | +1.1% |
| 30D | +3.7% | +4.0% | -0.4% | +2.0% |
| 3M | +0.7% | -6.3% | +7.0% | +1.8% |
| 6M | +9.0% | -0.4% | +9.4% | +8.0% |
| YTD | +16.7% | +15.6% | +1.1% | +9.7% |
| 1Y | +19.0% | +18.3% | +0.6% | +10.9% |
| 3Y | +64.7% | +47.3% | +17.5% | +38.2% |
| 5Y | +49.6% | +13.2% | +36.4% | +37.0% |
| 10Y | +213.2% | +57.2% | +156.0% | +137.1% |
| All | +213.2% | +57.7% | +155.5% | +137.1% |
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