+447.9%
CVS vs BB
+314.8%
+133.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | +6.6% | +1.8% | +4.7% | +6.4% |
| 30D | -0.4% | +8.1% | -8.6% | -1.2% |
| 3M | -5.3% | -1.0% | -4.3% | -5.7% |
| 6M | -7.7% | +45.9% | -53.6% | -11.0% |
| YTD | +16.0% | +134.8% | -118.8% | +8.2% |
| 1Y | +16.2% | +104.6% | -88.4% | +9.2% |
| 3Y | +47.6% | +152.8% | -105.3% | +33.8% |
| 5Y | +12.3% | -17.4% | +29.8% | +7.8% |
| 10Y | +62.4% | +22.4% | +40.0% | +40.8% |
| All | +447.9% | +314.8% | +133.2% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling