-16.1%
BA vs CVS
+48.8%
-64.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -0.6% | +10.4% | -11.0% | -1.5% |
| 30D | -8.0% | +3.3% | -11.3% | -8.5% |
| 3M | -25.8% | -4.5% | -21.3% | -25.6% |
| 6M | -27.6% | -4.4% | -23.2% | -27.4% |
| YTD | -21.0% | +16.6% | -37.6% | -22.6% |
| 1Y | -12.3% | +15.3% | -27.6% | -14.0% |
| All | -16.1% | +48.8% | -64.9% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling