+36.1%
CVS vs BTDR
+26.7%
+9.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.7% |
| 7D | -1.6% | +22.4% | -24.0% | -1.8% |
| 30D | +0.4% | +16.5% | -16.1% | +0.2% |
| 3M | -0.4% | -31.5% | +31.0% | -0.1% |
| 6M | +25.1% | +74.0% | -48.9% | +23.9% |
| YTD | +23.9% | +13.0% | +10.9% | +23.0% |
| 1Y | +41.1% | -0.2% | +41.3% | +40.0% |
| 3Y | +63.6% | +9.9% | +53.7% | +57.7% |
| 5Y | +31.5% | +28.1% | +3.4% | +23.7% |
| All | +36.1% | +26.7% | +9.4% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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