+795.1%
BKNG vs CVS
+511.2%
+283.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -10.7% | -2.0% | -8.7% | -10.1% |
| 30D | -18.1% | +1.9% | -20.0% | -18.6% |
| 3M | +8.5% | -2.2% | +10.7% | +8.8% |
| 6M | -0.1% | +26.7% | -26.8% | -8.4% |
| YTD | -18.2% | +22.9% | -41.1% | -25.0% |
| 1Y | -19.9% | +32.9% | -52.8% | -28.6% |
| 3Y | +41.6% | +62.3% | -20.7% | +12.7% |
| 5Y | +93.1% | +34.2% | +58.9% | +61.7% |
| 10Y | +214.8% | +41.8% | +173.0% | +145.7% |
| All | +795.1% | +511.2% | +283.9% | +272.6% |
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