+366.0%
CVS vs BAH
+886.2%
-520.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +4.0% | -3.2% | +7.2% | +4.6% |
| 30D | -2.4% | +2.0% | -4.4% | -2.9% |
| 3M | +2.7% | -7.6% | +10.3% | +3.9% |
| 6M | +21.9% | -5.7% | +27.5% | +22.3% |
| YTD | +24.7% | -11.7% | +36.5% | +26.1% |
| 1Y | +35.4% | -27.4% | +62.8% | +42.2% |
| 3Y | +65.2% | -32.5% | +97.7% | +69.2% |
| 5Y | +30.5% | -3.3% | +33.9% | +20.4% |
| 10Y | +40.4% | +186.0% | -145.6% | +1.6% |
| All | +366.0% | +886.2% | -520.2% | +158.1% |
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