+397.7%
BAC vs CVS
+40.0%
+357.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.7% |
| 7D | +0.6% | -1.9% | +2.5% | +1.4% |
| 30D | -1.4% | -0.3% | -1.1% | -1.3% |
| 3M | +15.7% | -1.1% | +16.9% | +15.8% |
| 6M | +32.2% | +23.7% | +8.5% | +20.3% |
| YTD | +15.8% | +23.0% | -7.2% | +4.5% |
| 1Y | +27.3% | +37.2% | -9.9% | +9.3% |
| 3Y | +137.5% | +62.4% | +75.0% | +78.8% |
| 5Y | +73.1% | +31.8% | +41.2% | +43.2% |
| 10Y | +397.7% | +41.9% | +355.8% | +249.5% |
| All | +397.7% | +40.0% | +357.7% | +249.5% |
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