+147.3%
RTX vs CVS
+12.8%
+134.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | +1.3% |
| 7D | -1.7% | -2.6% | +0.9% | -1.4% |
| 30D | +7.7% | +4.0% | +3.6% | +6.9% |
| 3M | -10.3% | -6.3% | -4.1% | -9.6% |
| 6M | +14.6% | -0.4% | +15.0% | +14.1% |
| YTD | +10.4% | +15.6% | -5.2% | +6.6% |
| 1Y | +13.5% | +18.3% | -4.8% | +9.2% |
| 3Y | +158.6% | +47.3% | +111.3% | +134.7% |
| 5Y | +147.3% | +13.2% | +134.1% | +138.2% |
| All | +147.3% | +12.8% | +134.5% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling