+1,821.9%
BA vs CVS
+1,935.3%
-113.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.2% | +4.0% | -2.8% | -0.1% |
| 30D | -11.6% | -2.4% | -9.2% | -11.1% |
| 3M | -2.4% | +2.7% | -5.0% | -3.5% |
| 6M | -6.6% | +21.9% | -28.5% | -12.7% |
| YTD | -2.2% | +24.7% | -27.0% | -9.8% |
| 1Y | -8.0% | +35.4% | -43.5% | -17.4% |
| 3Y | -5.0% | +65.2% | -70.2% | -22.9% |
| 5Y | -2.7% | +30.5% | -33.3% | -15.6% |
| 10Y | +75.9% | +40.4% | +35.5% | +45.8% |
| All | +1,821.9% | +1,935.3% | -113.4% | +585.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling