+40.0%
CVS vs BTG
+159.3%
-119.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -2.2% | -3.8% | +1.6% | -2.1% |
| 30D | -0.1% | +3.6% | -3.7% | -0.2% |
| 3M | -5.2% | +32.0% | -37.2% | -5.9% |
| 6M | +26.9% | +3.4% | +23.5% | +26.5% |
| YTD | +22.1% | +20.8% | +1.3% | +21.2% |
| 1Y | +30.8% | +22.4% | +8.4% | +29.6% |
| 3Y | +54.4% | +91.7% | -37.3% | +50.9% |
| 5Y | +33.4% | +79.0% | -45.6% | +30.6% |
| All | +40.0% | +159.3% | -119.2% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling