+32.2%
CVS vs BTG
+78.0%
-45.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -2.2% | -3.8% | +1.6% | -2.0% |
| 30D | -0.1% | +3.6% | -3.7% | -0.3% |
| 3M | -5.2% | +32.0% | -37.2% | -6.8% |
| 6M | +26.9% | +3.4% | +23.5% | +26.1% |
| YTD | +22.1% | +20.8% | +1.3% | +19.7% |
| 1Y | +30.8% | +22.4% | +8.4% | +27.6% |
| 3Y | +54.4% | +91.7% | -37.3% | +43.8% |
| All | +32.2% | +78.0% | -45.8% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling