+55.3%
BE vs CVS
+5.1%
+50.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.5% | +6.2% | -5.7% |
| 7D | -12.1% | -11.1% | -1.0% | -11.6% |
| 30D | -30.1% | -7.4% | -22.6% | -29.6% |
| 3M | -12.1% | -22.9% | +10.7% | -12.1% |
| 6M | -30.6% | -1.2% | -29.4% | -32.3% |
| YTD | +130.6% | +3.9% | +126.8% | +107.4% |
| 1Y | +55.3% | +5.6% | +49.7% | +37.1% |
| All | +55.3% | +5.1% | +50.2% | +37.1% |
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