+26.7%
CVS vs BKR
-0.2%
+27.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | 0.0% |
| 7D | -2.0% | -6.7% | +4.7% | -1.9% |
| 30D | +1.9% | -8.3% | +10.3% | +2.0% |
| 3M | -2.2% | -5.4% | +3.2% | -2.2% |
| 6M | +26.7% | +0.8% | +25.9% | +26.5% |
| All | +26.7% | -0.2% | +27.0% | +26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling