+450.6%
CVS vs BB
+325.0%
+125.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.5% |
| 7D | +10.4% | +9.0% | +1.4% | +9.8% |
| 30D | +3.3% | +7.7% | -4.4% | +2.6% |
| 3M | -4.5% | +4.0% | -8.5% | -5.2% |
| 6M | -4.4% | +46.6% | -51.0% | -7.8% |
| YTD | +16.6% | +140.6% | -124.0% | +8.6% |
| 1Y | +15.3% | +103.1% | -87.8% | +8.4% |
| 3Y | +48.6% | +150.5% | -102.0% | +34.8% |
| 5Y | +12.9% | -15.4% | +28.3% | +8.1% |
| 10Y | +63.2% | +25.4% | +37.7% | +41.3% |
| All | +450.6% | +325.0% | +125.6% | +234.0% |
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