+728.1%
CVS vs BG
+1,185.2%
-457.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.6% |
| 7D | -1.6% | +2.4% | -3.9% | -2.1% |
| 30D | +0.4% | +15.0% | -14.6% | -2.5% |
| 3M | -0.4% | -0.7% | +0.2% | -0.6% |
| 6M | +25.1% | +7.5% | +17.6% | +22.7% |
| YTD | +23.9% | +41.6% | -17.7% | +14.6% |
| 1Y | +41.1% | +50.7% | -9.6% | +28.5% |
| 3Y | +63.6% | +20.3% | +43.3% | +54.3% |
| 5Y | +31.5% | +85.2% | -53.7% | +11.9% |
| 10Y | +40.5% | +160.6% | -120.1% | +7.3% |
| All | +728.1% | +1,185.2% | -457.2% | +397.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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