+42.9%
CVS vs BTSG
+389.4%
-346.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | -2.2% | -3.3% | +1.1% | -1.9% |
| 30D | -0.1% | -1.6% | +1.5% | 0.0% |
| 3M | -5.2% | -6.9% | +1.7% | -4.8% |
| 6M | +26.9% | +42.1% | -15.2% | +21.8% |
| YTD | +22.1% | +56.8% | -34.8% | +16.0% |
| 1Y | +30.8% | +109.8% | -79.0% | +21.0% |
| All | +42.9% | +389.4% | -346.5% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling