+13.2%
CVS vs BAH
+10.2%
+3.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.3% |
| 7D | -2.6% | +0.5% | -3.1% | -2.7% |
| 30D | +4.0% | +18.2% | -14.2% | +2.4% |
| 3M | -6.3% | +13.1% | -19.4% | -7.4% |
| 6M | -0.4% | +15.2% | -15.6% | -1.8% |
| YTD | +15.6% | +6.0% | +9.6% | +14.5% |
| 1Y | +18.3% | +3.1% | +15.2% | +17.5% |
| 3Y | +47.3% | -26.2% | +73.5% | +44.6% |
| 5Y | +13.2% | +9.3% | +3.9% | +1.5% |
| All | +13.2% | +10.2% | +3.0% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling