+31.8%
CVS vs BP
+141.6%
-109.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | -1.9% | +4.0% | -5.9% | -2.5% |
| 30D | -0.3% | +7.8% | -8.1% | -1.4% |
| 3M | -1.1% | +8.4% | -9.5% | -2.5% |
| 6M | +23.7% | +15.1% | +8.7% | +20.4% |
| YTD | +23.0% | +36.4% | -13.4% | +15.9% |
| 1Y | +37.2% | +40.9% | -3.7% | +28.3% |
| 3Y | +62.4% | +38.8% | +23.6% | +50.7% |
| 5Y | +31.8% | +141.1% | -109.3% | +6.4% |
| All | +31.8% | +141.6% | -109.8% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling