+334.3%
CVS vs BAH
+1,077.1%
-742.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +12.0% | -1.6% | +13.6% | +12.3% |
| 30D | +2.8% | +18.0% | -15.2% | -0.7% |
| 3M | -3.6% | +11.4% | -15.0% | -5.9% |
| 6M | -1.6% | +17.7% | -19.3% | -5.6% |
| YTD | +16.3% | +5.4% | +10.9% | +13.2% |
| 1Y | +15.5% | +2.8% | +12.8% | +13.0% |
| 3Y | +48.1% | -26.7% | +74.8% | +49.9% |
| 5Y | +12.3% | +8.1% | +4.3% | +1.6% |
| 10Y | +62.7% | +202.5% | -139.8% | +16.1% |
| All | +334.3% | +1,077.1% | -742.8% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling