+1,127.7%
RSP vs CVS
+1,156.0%
-28.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.8% | +4.0% | -4.7% | -2.2% |
| 30D | -0.3% | -2.4% | +2.1% | +0.4% |
| 3M | +4.3% | +2.7% | +1.6% | +2.9% |
| 6M | +8.8% | +21.9% | -13.1% | +0.2% |
| YTD | +15.3% | +24.7% | -9.5% | +4.3% |
| 1Y | +18.3% | +35.4% | -17.2% | +3.3% |
| 3Y | +52.8% | +65.2% | -12.4% | +17.4% |
| 5Y | +51.7% | +30.5% | +21.2% | +26.3% |
| 10Y | +208.5% | +40.4% | +168.1% | +135.2% |
| All | +1,127.7% | +1,156.0% | -28.2% | +302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling