+30.8%
CVS vs BLK
-0.2%
+31.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -2.2% | -3.3% | +1.2% | -1.9% |
| 30D | -0.1% | -6.5% | +6.5% | +0.4% |
| 3M | -5.2% | +6.7% | -12.0% | -5.8% |
| 6M | +26.9% | +14.7% | +12.2% | +25.3% |
| YTD | +22.1% | +2.5% | +19.5% | +21.5% |
| 1Y | +30.8% | -2.8% | +33.6% | +29.9% |
| All | +30.8% | -0.2% | +31.0% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling