+706.9%
CVS vs BLK
+12,905.6%
-12,198.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -1.9% | -2.7% | +0.8% | -1.2% |
| 30D | -0.3% | -4.8% | +4.5% | +0.8% |
| 3M | -1.1% | +6.5% | -7.6% | -3.0% |
| 6M | +23.7% | +13.1% | +10.6% | +19.3% |
| YTD | +23.0% | +1.8% | +21.2% | +21.5% |
| 1Y | +37.2% | -1.0% | +38.1% | +36.1% |
| 3Y | +62.4% | +66.0% | -3.5% | +39.9% |
| 5Y | +31.8% | +31.2% | +0.6% | +18.4% |
| 10Y | +41.9% | +278.5% | -236.6% | -3.1% |
| All | +706.9% | +12,905.6% | -12,198.6% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling