+63.6%
CVS vs BBWI
-44.4%
+108.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.4% |
| 7D | -1.6% | +1.6% | -3.1% | -1.7% |
| 30D | +0.4% | -6.2% | +6.6% | +0.9% |
| 3M | -0.4% | +4.3% | -4.8% | -1.2% |
| 6M | +25.1% | -7.2% | +32.3% | +25.1% |
| YTD | +23.9% | -3.0% | +26.9% | +22.7% |
| 1Y | +41.1% | -30.8% | +71.8% | +45.2% |
| 3Y | +63.6% | -43.4% | +107.0% | +73.1% |
| All | +63.6% | -44.4% | +108.1% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling