+40.0%
CVS vs BLK
+283.5%
-243.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | -2.2% | -3.3% | +1.2% | -1.0% |
| 30D | -0.1% | -6.5% | +6.5% | +2.1% |
| 3M | -5.2% | +6.7% | -12.0% | -7.7% |
| 6M | +26.9% | +14.7% | +12.2% | +20.0% |
| YTD | +22.1% | +2.5% | +19.5% | +19.6% |
| 1Y | +30.8% | -2.8% | +33.6% | +30.2% |
| 3Y | +54.4% | +65.9% | -11.5% | +23.1% |
| 5Y | +33.4% | +33.0% | +0.4% | +13.1% |
| All | +40.0% | +283.5% | -243.5% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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