+1,115.8%
RSP vs CVS
+996.4%
+119.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.5% |
| 7D | -1.0% | -7.1% | +6.1% | +1.0% |
| 30D | +2.6% | -4.0% | +6.6% | +3.4% |
| 3M | -0.8% | -12.2% | +11.4% | +3.0% |
| 6M | +6.3% | -2.2% | +8.4% | +5.6% |
| YTD | +14.1% | +8.9% | +5.2% | +7.6% |
| 1Y | +18.0% | +9.9% | +8.1% | +10.7% |
| 3Y | +61.0% | +32.1% | +28.9% | +34.0% |
| 5Y | +45.6% | +5.7% | +39.9% | +30.6% |
| 10Y | +220.2% | +39.0% | +181.1% | +140.6% |
| All | +1,115.8% | +996.4% | +119.3% | +315.2% |
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