-22.4%
BA vs CVS
+12.2%
-34.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -0.6% | +10.4% | -11.0% | -2.3% |
| 30D | -8.0% | +3.3% | -11.3% | -8.9% |
| 3M | -25.8% | -4.5% | -21.3% | -25.4% |
| 6M | -27.6% | -4.4% | -23.2% | -27.4% |
| YTD | -21.0% | +16.6% | -37.6% | -24.1% |
| 1Y | -12.3% | +15.3% | -27.6% | -15.6% |
| 3Y | -12.8% | +48.6% | -61.3% | -21.9% |
| 5Y | -22.4% | +12.9% | -35.2% | -24.8% |
| All | -22.4% | +12.2% | -34.6% | -24.8% |
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