-3.1%
BAC vs CVS
+17.5%
-20.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.2% | +0.3% |
| 7D | +2.1% | -2.6% | +4.7% | +2.1% |
| 30D | -6.7% | +4.0% | -10.7% | -6.9% |
| 3M | -20.2% | -6.3% | -13.9% | -20.1% |
| 6M | -0.2% | -0.4% | +0.2% | 0.0% |
| YTD | -6.4% | +15.6% | -22.0% | -7.6% |
| 1Y | -3.1% | +18.3% | -21.4% | -4.6% |
| All | -3.1% | +17.5% | -20.7% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling