+43.8%
CVS vs BTSG
+382.3%
-338.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.6% | +6.5% | +0.6% |
| 7D | -2.0% | -5.8% | +3.8% | -1.4% |
| 30D | +1.9% | 0.0% | +1.9% | +1.9% |
| 3M | -2.2% | -4.5% | +2.3% | -2.0% |
| 6M | +26.7% | +40.0% | -13.3% | +21.9% |
| YTD | +22.9% | +54.6% | -31.7% | +16.9% |
| 1Y | +32.9% | +106.1% | -73.2% | +23.2% |
| All | +43.8% | +382.3% | -338.5% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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