+55.4%
CVS vs BR
-5.0%
+60.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.0% | -6.0% | +4.0% | -1.3% |
| 30D | +1.9% | -0.9% | +2.8% | +1.9% |
| 3M | -2.2% | +16.4% | -18.6% | -4.1% |
| 6M | +26.7% | -8.2% | +34.9% | +28.9% |
| YTD | +22.9% | -23.2% | +46.1% | +29.8% |
| 1Y | +32.9% | -30.9% | +63.8% | +44.3% |
| All | +55.4% | -5.0% | +60.5% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling