+53.0%
RSP vs CVS
+31.0%
+22.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.8% | +4.0% | -4.7% | -1.4% |
| 30D | -0.3% | -2.4% | +2.1% | 0.0% |
| 3M | +4.3% | +2.7% | +1.6% | +3.6% |
| 6M | +8.8% | +21.9% | -13.1% | +4.7% |
| YTD | +15.3% | +24.7% | -9.5% | +10.0% |
| 1Y | +18.3% | +35.4% | -17.2% | +10.9% |
| 3Y | +52.8% | +65.2% | -12.4% | +34.0% |
| All | +53.0% | +31.0% | +22.0% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling