+28.4%
RTX vs CVS
+35.9%
-7.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -5.2% | +4.0% | -9.1% | -5.4% |
| 30D | -9.4% | -2.4% | -7.0% | -9.3% |
| 3M | +12.3% | +2.7% | +9.6% | +11.7% |
| 6M | -3.1% | +21.9% | -25.0% | -5.0% |
| YTD | +10.7% | +24.7% | -14.1% | +7.4% |
| 1Y | +28.4% | +35.4% | -7.0% | +22.3% |
| All | +28.4% | +35.9% | -7.5% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling