+32.2%
CVS vs BND
-2.6%
+34.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.2% | -1.0% | -1.1% | -2.1% |
| 30D | -0.1% | -1.1% | +1.1% | 0.0% |
| 3M | -5.2% | -1.9% | -3.3% | -5.1% |
| 6M | +26.9% | -1.6% | +28.5% | +27.0% |
| YTD | +22.1% | -1.2% | +23.3% | +22.1% |
| 1Y | +30.8% | -0.7% | +31.5% | +30.9% |
| 3Y | +54.4% | +12.5% | +41.9% | +53.4% |
| All | +32.2% | -2.6% | +34.8% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 5y: compounded portfolio wealth divided by compounded BND 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…
5y analysis · Full analysis span regression · 6 months rolling