+280.8%
CVS vs BIL
+30.4%
+250.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.4% |
| 7D | +4.0% | +0.1% | +3.9% | +4.2% |
| 30D | -2.4% | +0.3% | -2.7% | -1.6% |
| 3M | +2.7% | +0.9% | +1.7% | +5.1% |
| 6M | +21.9% | +1.8% | +20.0% | +27.5% |
| YTD | +24.7% | +2.4% | +22.3% | +32.5% |
| 1Y | +35.4% | +3.7% | +31.7% | +48.3% |
| 3Y | +65.2% | +14.2% | +51.0% | +130.0% |
| 5Y | +30.5% | +19.4% | +11.1% | +102.2% |
| 10Y | +40.4% | +25.2% | +15.2% | +144.4% |
| All | +280.8% | +30.4% | +250.4% | +609.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling