+31.8%
CVS vs BEN
+40.0%
-8.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -1.9% | +3.4% | -5.3% | -2.6% |
| 30D | -0.3% | +1.8% | -2.1% | -0.7% |
| 3M | -1.1% | +8.4% | -9.5% | -2.9% |
| 6M | +23.7% | +35.6% | -11.9% | +15.8% |
| YTD | +23.0% | +46.4% | -23.4% | +13.0% |
| 1Y | +37.2% | +46.3% | -9.2% | +25.8% |
| 3Y | +62.4% | +54.6% | +7.8% | +44.3% |
| 5Y | +31.8% | +39.4% | -7.6% | +15.4% |
| All | +31.8% | +40.0% | -8.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling