+32.2%
CVS vs BNY
+256.6%
-224.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.2% | -1.3% | -0.8% | -1.7% |
| 30D | -0.1% | -0.2% | +0.1% | -0.1% |
| 3M | -5.2% | +14.9% | -20.1% | -9.7% |
| 6M | +26.9% | +40.0% | -13.1% | +13.0% |
| YTD | +22.1% | +42.0% | -19.9% | +7.7% |
| 1Y | +30.8% | +56.9% | -26.1% | +11.2% |
| 3Y | +54.4% | +289.9% | -235.5% | -7.2% |
| All | +32.2% | +256.6% | -224.4% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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