+28.1%
BA vs CVS
+56.7%
-28.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | -1.7% | -3.7% | +2.0% | -1.0% |
| 30D | -9.5% | -0.3% | -9.1% | -10.0% |
| 3M | -26.5% | -10.3% | -16.2% | -24.2% |
| 6M | -27.4% | -4.6% | -22.8% | -27.1% |
| YTD | -20.6% | +10.7% | -31.3% | -25.4% |
| 1Y | -11.4% | +11.2% | -22.7% | -17.1% |
| 3Y | -10.8% | +43.0% | -53.9% | -28.0% |
| 5Y | -21.9% | +8.6% | -30.6% | -29.1% |
| 10Y | +28.1% | +52.0% | -23.8% | -7.1% |
| All | +28.1% | +56.7% | -28.6% | -7.1% |
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