+37.2%
CVS vs BAH
-26.7%
+63.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.9% | -1.3% | -0.6% | -1.8% |
| 30D | -0.3% | -6.6% | +6.3% | +0.1% |
| 3M | -1.1% | -7.2% | +6.0% | -0.3% |
| 6M | +23.7% | -10.0% | +33.7% | +25.2% |
| YTD | +23.0% | -12.5% | +35.4% | +24.3% |
| 1Y | +37.2% | -27.9% | +65.1% | +41.7% |
| All | +37.2% | -26.7% | +63.9% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling