+44.0%
CVS vs BTSG
+416.6%
-372.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.9% | +2.9% | -4.8% | -2.2% |
| 30D | -0.3% | +0.9% | -1.2% | -0.4% |
| 3M | -1.1% | +1.6% | -2.7% | -1.6% |
| 6M | +23.7% | +46.8% | -23.1% | +18.4% |
| YTD | +23.0% | +65.5% | -42.5% | +16.3% |
| 1Y | +37.2% | +136.2% | -99.1% | +25.5% |
| All | +44.0% | +416.6% | -372.6% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling