+45.0%
CVS vs BTSG
+421.3%
-376.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.0% |
| 7D | -1.6% | +5.7% | -7.3% | -2.1% |
| 30D | +0.4% | +0.2% | +0.2% | +0.3% |
| 3M | -0.4% | +5.6% | -6.1% | -1.2% |
| 6M | +25.1% | +50.8% | -25.6% | +19.5% |
| YTD | +23.9% | +67.0% | -43.2% | +17.0% |
| 1Y | +41.1% | +145.5% | -104.5% | +28.6% |
| All | +45.0% | +421.3% | -376.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling