+1,877.1%
CVS vs BKR
+528.0%
+1,349.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | +1.0% |
| 7D | -2.0% | -6.7% | +4.7% | -0.9% |
| 30D | +1.9% | -8.3% | +10.3% | +3.3% |
| 3M | -2.2% | -5.4% | +3.2% | -1.5% |
| 6M | +26.7% | +0.8% | +25.9% | +25.8% |
| YTD | +22.9% | +31.8% | -9.0% | +16.7% |
| 1Y | +32.9% | +28.6% | +4.3% | +26.4% |
| 3Y | +62.3% | +71.2% | -8.9% | +45.6% |
| 5Y | +34.2% | +179.2% | -145.0% | +9.1% |
| 10Y | +41.8% | +124.0% | -82.2% | +12.2% |
| All | +1,877.1% | +528.0% | +1,349.1% | +1,046.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling