+32.2%
CVS vs BR
+8.0%
+24.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.2% | -3.0% | +0.8% | -1.6% |
| 30D | -0.1% | -0.3% | +0.2% | -0.1% |
| 3M | -5.2% | +17.3% | -22.5% | -8.2% |
| 6M | +26.9% | -6.7% | +33.6% | +28.6% |
| YTD | +22.1% | -23.4% | +45.5% | +29.4% |
| 1Y | +30.8% | -32.7% | +63.5% | +43.2% |
| 3Y | +54.4% | -5.9% | +60.3% | +53.0% |
| All | +32.2% | +8.0% | +24.2% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling