-13.6%
BKNG vs CVS
+5.1%
-18.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -12.5% | +22.4% | +8.2% |
| 7D | +15.6% | -11.1% | +26.7% | +13.9% |
| 30D | +8.0% | -7.4% | +15.4% | +6.7% |
| 3M | -11.8% | -22.9% | +11.1% | -14.3% |
| 6M | +3.8% | -1.2% | +5.0% | +3.0% |
| YTD | -19.6% | +3.9% | -23.5% | -20.5% |
| 1Y | -13.6% | +5.6% | -19.1% | -14.5% |
| All | -13.6% | +5.1% | -18.7% | -14.5% |
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