+1,770.7%
CVS vs BN
+15,947.2%
-14,176.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +12.0% | -2.4% | +14.4% | +12.5% |
| 30D | +2.8% | +13.5% | -10.8% | -0.7% |
| 3M | -3.6% | -5.9% | +2.4% | -2.7% |
| 6M | -1.6% | -8.9% | +7.3% | -0.2% |
| YTD | +16.3% | -7.9% | +24.1% | +16.8% |
| 1Y | +15.5% | -8.3% | +23.8% | +16.0% |
| 3Y | +48.1% | +100.8% | -52.7% | +19.6% |
| 5Y | +12.3% | +38.2% | -25.9% | -2.4% |
| 10Y | +62.7% | +302.3% | -239.6% | +6.3% |
| All | +1,770.7% | +15,947.2% | -14,176.5% | +602.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling