+30.8%
CVS vs BR
-31.7%
+62.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -2.2% | -3.0% | +0.8% | -2.3% |
| 30D | -0.1% | -0.3% | +0.2% | -0.1% |
| 3M | -5.2% | +17.3% | -22.5% | -4.3% |
| 6M | +26.9% | -6.7% | +33.6% | +26.2% |
| YTD | +22.1% | -23.4% | +45.5% | +20.6% |
| 1Y | +30.8% | -32.7% | +63.5% | +28.0% |
| All | +30.8% | -31.7% | +62.5% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling