+63.6%
CVS vs BAH
-32.1%
+95.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.7% |
| 7D | -1.6% | -4.3% | +2.8% | -1.4% |
| 30D | +0.4% | -4.5% | +4.8% | +0.5% |
| 3M | -0.4% | -7.6% | +7.2% | -0.1% |
| 6M | +25.1% | -10.6% | +35.8% | +25.7% |
| YTD | +23.9% | -12.6% | +36.4% | +24.6% |
| 1Y | +41.1% | -27.0% | +68.1% | +42.0% |
| 3Y | +63.6% | -31.5% | +95.1% | +60.8% |
| All | +63.6% | -32.1% | +95.7% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling