+61.2%
CVS vs BN
+297.2%
-236.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +10.4% | -0.3% | +10.7% | +10.4% |
| 30D | +3.3% | +13.6% | -10.3% | -0.6% |
| 3M | -4.5% | -6.7% | +2.1% | -3.3% |
| 6M | -4.4% | -9.0% | +4.6% | -2.8% |
| YTD | +16.6% | -8.8% | +25.4% | +17.5% |
| 1Y | +15.3% | -10.6% | +25.9% | +16.7% |
| 3Y | +48.6% | +98.8% | -50.2% | +13.6% |
| 5Y | +12.9% | +33.6% | -20.7% | -3.5% |
| All | +61.2% | +297.2% | -236.0% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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