+1,907.2%
CVS vs BP
+1,327.5%
+579.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +4.0% | +3.9% | 0.0% | +3.0% |
| 30D | -2.4% | +7.6% | -10.0% | -4.2% |
| 3M | +2.7% | +0.7% | +2.0% | +2.2% |
| 6M | +21.9% | +15.5% | +6.4% | +16.8% |
| YTD | +24.7% | +30.8% | -6.1% | +15.5% |
| 1Y | +35.4% | +34.3% | +1.1% | +24.3% |
| 3Y | +65.2% | +35.1% | +30.1% | +49.1% |
| 5Y | +30.5% | +126.8% | -96.3% | +1.2% |
| 10Y | +40.4% | +123.4% | -83.0% | +3.8% |
| All | +1,907.2% | +1,327.5% | +579.7% | +856.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling