+489.0%
CVS vs BB
+258.8%
+230.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | -5.6% | +9.6% | +4.3% |
| 30D | -2.4% | -11.8% | +9.4% | -1.7% |
| 3M | +2.7% | -25.5% | +28.2% | +4.1% |
| 6M | +21.9% | +121.3% | -99.4% | +14.6% |
| YTD | +24.7% | +103.2% | -78.4% | +17.9% |
| 1Y | +35.4% | +102.6% | -67.2% | +27.7% |
| 3Y | +65.2% | +37.5% | +27.7% | +56.3% |
| 5Y | +30.5% | -30.4% | +61.0% | +26.9% |
| 10Y | +40.4% | 0.0% | +40.4% | +23.8% |
| All | +489.0% | +258.8% | +230.2% | +262.7% |
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