+35.4%
CVS vs BKR
+42.5%
-7.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +4.0% | +1.7% | +2.2% | +3.9% |
| 30D | -2.4% | +3.3% | -5.7% | -2.5% |
| 3M | +2.7% | -3.6% | +6.3% | +2.7% |
| 6M | +21.9% | +5.0% | +16.8% | +21.5% |
| YTD | +24.7% | +40.9% | -16.2% | +22.7% |
| 1Y | +35.4% | +39.2% | -3.8% | +32.1% |
| All | +35.4% | +42.5% | -7.0% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling