+152.8%
RTX vs CVS
+64.7%
+88.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -3.1% | -1.6% | -1.5% | -3.0% |
| 30D | -10.6% | +0.4% | -11.0% | -10.6% |
| 3M | +11.6% | -0.4% | +12.1% | +11.5% |
| 6M | -4.5% | +25.1% | -29.7% | -6.5% |
| YTD | +9.6% | +23.9% | -14.3% | +7.1% |
| 1Y | +30.8% | +41.1% | -10.2% | +26.2% |
| 3Y | +152.8% | +63.6% | +89.2% | +154.1% |
| All | +152.8% | +64.7% | +88.1% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling