+1,767.1%
CVS vs BEN
+5,152.6%
-3,385.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +6.6% | +6.8% | -0.2% | +4.6% |
| 30D | -0.4% | +18.0% | -18.4% | -5.2% |
| 3M | -5.3% | +7.5% | -12.7% | -7.6% |
| 6M | -7.7% | +14.7% | -22.4% | -11.7% |
| YTD | +16.0% | +56.1% | -40.0% | +1.4% |
| 1Y | +16.2% | +69.6% | -53.4% | -0.8% |
| 3Y | +47.6% | +87.7% | -40.1% | +19.3% |
| 5Y | +12.3% | +28.6% | -16.3% | -1.3% |
| 10Y | +62.4% | +59.8% | +2.6% | +27.5% |
| All | +1,767.1% | +5,152.6% | -3,385.5% | +418.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling