+41.1%
CVS vs BBWI
-57.0%
+98.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | 0.0% |
| 7D | -1.9% | -4.4% | +2.5% | -1.4% |
| 30D | -0.3% | -7.4% | +7.1% | +0.4% |
| 3M | -1.1% | -2.2% | +1.1% | -1.3% |
| 6M | +23.7% | -16.3% | +40.0% | +25.0% |
| YTD | +23.0% | -9.1% | +32.1% | +22.7% |
| 1Y | +37.2% | -34.5% | +71.7% | +41.3% |
| 3Y | +62.4% | -47.0% | +109.4% | +67.9% |
| 5Y | +31.8% | -68.8% | +100.7% | +41.8% |
| All | +41.1% | -57.0% | +98.1% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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