+60.7%
CVS vs BBWI
-46.6%
+107.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | +12.0% | -7.7% | +19.7% | +12.9% |
| 30D | +2.8% | +24.8% | -22.0% | +0.1% |
| 3M | -3.6% | +16.2% | -19.8% | -5.6% |
| 6M | -1.6% | +15.8% | -17.4% | -4.1% |
| YTD | +16.3% | +11.4% | +4.8% | +13.0% |
| 1Y | +15.5% | +3.2% | +12.3% | +12.6% |
| 3Y | +48.1% | -23.5% | +71.6% | +46.5% |
| 5Y | +12.3% | -67.4% | +79.7% | +19.9% |
| All | +60.7% | -46.6% | +107.4% | +39.3% |
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