+31.8%
CVS vs BB
-25.5%
+57.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.9% | +1.8% | -3.7% | -2.0% |
| 30D | -0.3% | -12.2% | +11.9% | +0.2% |
| 3M | -1.1% | -12.3% | +11.2% | -1.0% |
| 6M | +23.7% | +122.7% | -99.0% | +18.3% |
| YTD | +23.0% | +104.5% | -81.5% | +18.1% |
| 1Y | +37.2% | +106.7% | -69.5% | +31.3% |
| 3Y | +62.4% | +70.0% | -7.5% | +56.3% |
| 5Y | +31.8% | -27.8% | +59.6% | +33.1% |
| All | +31.8% | -25.5% | +57.3% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling