+73.9%
BA vs CVS
+41.4%
+32.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.2% | +4.0% | -2.8% | -0.3% |
| 30D | -11.6% | -2.4% | -9.2% | -11.0% |
| 3M | -2.4% | +2.7% | -5.0% | -3.7% |
| 6M | -6.6% | +21.9% | -28.5% | -13.7% |
| YTD | -2.2% | +24.7% | -27.0% | -11.1% |
| 1Y | -8.0% | +35.4% | -43.5% | -19.1% |
| 3Y | -5.0% | +65.2% | -70.2% | -26.6% |
| 5Y | -2.7% | +30.5% | -33.3% | -17.5% |
| All | +73.9% | +41.4% | +32.6% | +31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling