+707.7%
BE vs CVS
+79.1%
+628.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | +20.5% | +10.4% | +10.1% | +17.8% |
| 30D | -23.4% | +3.3% | -26.6% | -24.1% |
| 3M | -14.9% | -4.5% | -10.3% | -14.3% |
| 6M | -28.1% | -4.4% | -23.7% | -28.1% |
| YTD | +132.4% | +16.6% | +115.8% | +118.7% |
| 1Y | +59.4% | +15.3% | +44.0% | +50.6% |
| 3Y | +1,815.8% | +48.6% | +1,767.3% | +1,551.2% |
| 5Y | +491.3% | +12.9% | +478.4% | +456.0% |
| All | +707.7% | +79.1% | +628.7% | +504.6% |
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 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