+1,376.8%
BAC vs CVS
+1,935.3%
-558.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.1% | +4.0% | -2.9% | -0.4% |
| 30D | -0.4% | -2.4% | +2.0% | +0.4% |
| 3M | +16.9% | +2.7% | +14.2% | +15.3% |
| 6M | +26.6% | +21.9% | +4.7% | +16.0% |
| YTD | +15.8% | +24.7% | -9.0% | +4.2% |
| 1Y | +27.2% | +35.4% | -8.3% | +10.3% |
| 3Y | +132.4% | +65.2% | +67.2% | +77.4% |
| 5Y | +72.6% | +30.5% | +42.0% | +43.7% |
| 10Y | +389.7% | +40.4% | +349.4% | +283.3% |
| All | +1,376.8% | +1,935.3% | -558.5% | +311.0% |
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