+1,770.7%
CVS vs BP
+1,374.8%
+395.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.2% |
| 7D | +12.0% | -0.8% | +12.7% | +12.1% |
| 30D | +2.8% | -3.1% | +5.9% | +3.6% |
| 3M | -3.6% | +6.2% | -9.7% | -5.1% |
| 6M | -1.6% | +4.8% | -6.4% | -3.2% |
| YTD | +16.3% | +35.2% | -18.9% | +6.7% |
| 1Y | +15.5% | +27.4% | -11.9% | +7.5% |
| 3Y | +48.1% | +49.8% | -1.6% | +30.4% |
| 5Y | +12.3% | +109.4% | -97.1% | -11.1% |
| 10Y | +62.7% | +135.7% | -73.0% | +18.7% |
| All | +1,770.7% | +1,374.8% | +395.9% | +783.1% |
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