+40.0%
CVS vs BKR
+125.3%
-85.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -2.2% | -7.0% | +4.8% | -0.9% |
| 30D | -0.1% | -8.1% | +8.1% | +1.5% |
| 3M | -5.2% | -6.6% | +1.4% | -4.2% |
| 6M | +26.9% | +0.9% | +26.0% | +25.8% |
| YTD | +22.1% | +31.1% | -9.0% | +14.7% |
| 1Y | +30.8% | +27.7% | +3.1% | +23.1% |
| 3Y | +54.4% | +71.2% | -16.8% | +35.1% |
| 5Y | +33.4% | +177.6% | -144.3% | +3.1% |
| All | +40.0% | +125.3% | -85.2% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling