+41.9%
CVS vs BAH
+186.6%
-144.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.9% | -1.3% | -0.6% | -1.6% |
| 30D | -0.3% | -6.6% | +6.3% | +1.0% |
| 3M | -1.1% | -7.2% | +6.0% | 0.0% |
| 6M | +23.7% | -10.0% | +33.7% | +25.5% |
| YTD | +23.0% | -12.5% | +35.4% | +24.7% |
| 1Y | +37.2% | -27.9% | +65.1% | +44.7% |
| 3Y | +62.4% | -31.4% | +93.8% | +63.3% |
| 5Y | +31.8% | -3.2% | +35.1% | +16.1% |
| 10Y | +41.9% | +191.5% | -149.6% | -7.0% |
| All | +41.9% | +186.6% | -144.7% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling