+13.3%
RTX vs CVS
+16.1%
-2.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | +3.4% | +10.4% | -7.0% | +2.6% |
| 30D | +8.4% | +3.3% | +5.1% | +8.2% |
| 3M | -10.7% | -4.5% | -6.1% | -10.5% |
| 6M | +11.7% | -4.4% | +16.1% | +11.5% |
| YTD | +9.3% | +16.6% | -7.3% | +5.8% |
| 1Y | +13.3% | +15.3% | -2.0% | +9.8% |
| All | +13.3% | +16.1% | -2.8% | +9.8% |
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