+31.8%
BA vs CVS
+37.2%
-5.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.5% |
| 7D | +1.1% | -7.1% | +8.2% | +3.0% |
| 30D | -7.9% | -4.0% | -3.9% | -7.3% |
| 3M | -25.3% | -12.2% | -13.1% | -22.5% |
| 6M | -24.6% | -2.2% | -22.4% | -25.0% |
| YTD | -20.1% | +8.9% | -29.0% | -24.4% |
| 1Y | -11.8% | +9.9% | -21.6% | -16.9% |
| 3Y | -10.1% | +32.1% | -42.2% | -24.5% |
| 5Y | -22.7% | +5.7% | -28.4% | -28.9% |
| All | +31.8% | +37.2% | -5.5% | -2.1% |
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 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