+72.9%
BAC vs CVS
+31.3%
+41.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +1.2% | -1.6% | +2.7% | +1.5% |
| 30D | -0.7% | +0.4% | -1.1% | -0.9% |
| 3M | +16.9% | -0.4% | +17.4% | +16.8% |
| 6M | +29.6% | +25.1% | +4.4% | +21.9% |
| YTD | +15.3% | +23.9% | -8.6% | +8.0% |
| 1Y | +28.8% | +41.1% | -12.2% | +16.0% |
| 3Y | +136.4% | +63.6% | +72.8% | +95.6% |
| 5Y | +72.9% | +31.5% | +41.4% | +52.9% |
| All | +72.9% | +31.3% | +41.6% | +52.9% |
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 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