+1,024.4%
VRT vs CVS
+31.3%
+993.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | +13.6% | -1.6% | +15.2% | +13.9% |
| 30D | +6.8% | +0.4% | +6.4% | +6.6% |
| 3M | -3.2% | -0.4% | -2.8% | -3.3% |
| 6M | +20.3% | +25.1% | -4.8% | +14.7% |
| YTD | +79.6% | +23.9% | +55.7% | +70.5% |
| 1Y | +139.0% | +41.1% | +97.9% | +120.8% |
| 3Y | +644.6% | +63.6% | +581.0% | +539.2% |
| 5Y | +1,024.4% | +31.5% | +992.8% | +1,019.8% |
| All | +1,024.4% | +31.3% | +993.0% | +1,019.8% |
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 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