+55.4%
CVS vs BTG
+94.1%
-38.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | 0.0% |
| 7D | -2.0% | -5.5% | +3.5% | -1.8% |
| 30D | +1.9% | +6.1% | -4.2% | +1.7% |
| 3M | -2.2% | +38.6% | -40.8% | -3.5% |
| 6M | +26.7% | +0.7% | +26.1% | +26.3% |
| YTD | +22.9% | +20.3% | +2.5% | +21.2% |
| 1Y | +32.9% | +25.0% | +7.9% | +30.4% |
| All | +55.4% | +94.1% | -38.7% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling