+237.7%
BAC vs CVS
+57.7%
+180.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.2% | -1.4% |
| 7D | +2.1% | -2.6% | +4.7% | +2.4% |
| 30D | -6.7% | +4.0% | -10.7% | -8.9% |
| 3M | -20.2% | -6.3% | -13.9% | -19.1% |
| 6M | -0.2% | -0.4% | +0.2% | -1.6% |
| YTD | -6.4% | +15.6% | -22.0% | -14.4% |
| 1Y | -3.1% | +18.3% | -21.4% | -12.5% |
| 3Y | +96.7% | +47.3% | +49.5% | +52.7% |
| 5Y | +21.3% | +13.2% | +8.1% | +6.8% |
| 10Y | +237.7% | +57.2% | +180.5% | +132.3% |
| All | +237.7% | +57.7% | +180.0% | +132.3% |
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