+41.0%
CVS vs BP
+137.6%
-96.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -2.0% | +5.7% | -7.7% | -3.2% |
| 30D | +1.9% | +8.1% | -6.2% | +0.1% |
| 3M | -2.2% | +8.6% | -10.8% | -4.2% |
| 6M | +26.7% | +18.1% | +8.6% | +21.2% |
| YTD | +22.9% | +37.6% | -14.7% | +13.1% |
| 1Y | +32.9% | +39.4% | -6.5% | +21.6% |
| 3Y | +62.3% | +40.1% | +22.2% | +46.3% |
| 5Y | +34.2% | +141.3% | -107.1% | +2.9% |
| All | +41.0% | +137.6% | -96.6% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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