+40.0%
CVS vs BB
+1.6%
+38.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -2.2% | -0.4% | -1.8% | -2.1% |
| 30D | -0.1% | -12.5% | +12.5% | +0.7% |
| 3M | -5.2% | -17.4% | +12.2% | -4.6% |
| 6M | +26.9% | +119.1% | -92.3% | +19.6% |
| YTD | +22.1% | +102.4% | -80.3% | +15.6% |
| 1Y | +30.8% | +98.2% | -67.4% | +23.6% |
| 3Y | +54.4% | +46.9% | +7.5% | +46.4% |
| 5Y | +33.4% | -26.4% | +59.7% | +30.3% |
| All | +40.0% | +1.6% | +38.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling