+10,239.8%
RTX vs CVS
+1,786.1%
+8,453.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | +0.8% |
| 7D | -1.7% | -2.6% | +0.9% | -1.3% |
| 30D | +7.7% | +4.0% | +3.6% | +6.1% |
| 3M | -10.3% | -6.3% | -4.1% | -9.1% |
| 6M | +14.6% | -0.4% | +15.0% | +13.7% |
| YTD | +10.4% | +15.6% | -5.2% | +3.9% |
| 1Y | +13.5% | +18.3% | -4.8% | +6.1% |
| 3Y | +158.6% | +47.3% | +111.3% | +118.5% |
| 5Y | +147.3% | +13.2% | +134.1% | +123.5% |
| 10Y | +268.6% | +57.2% | +211.5% | +194.6% |
| All | +10,239.8% | +1,786.1% | +8,453.8% | +3,700.9% |
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