+31.9%
CVS vs BIL
+19.4%
+12.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.3% |
| 7D | +4.0% | +0.1% | +3.9% | +4.3% |
| 30D | -2.4% | +0.3% | -2.7% | -1.0% |
| 3M | +2.7% | +0.9% | +1.7% | +6.9% |
| 6M | +21.9% | +1.8% | +20.0% | +31.1% |
| YTD | +24.7% | +2.4% | +22.3% | +37.0% |
| 1Y | +35.4% | +3.7% | +31.7% | +54.6% |
| 3Y | +65.2% | +14.2% | +51.0% | +159.0% |
| All | +31.9% | +19.4% | +12.5% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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