+1,572.7%
CVS vs BWA
+2,606.8%
-1,034.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +6.6% | +4.3% | +2.3% | +5.6% |
| 30D | -0.4% | -13.0% | +12.6% | +2.5% |
| 3M | -5.3% | -24.8% | +19.6% | +0.3% |
| 6M | -7.7% | -23.5% | +15.8% | -3.2% |
| YTD | +16.0% | +13.8% | +2.2% | +10.4% |
| 1Y | +16.2% | +13.4% | +2.8% | +10.6% |
| 3Y | +47.6% | +62.8% | -15.2% | +27.0% |
| 5Y | +12.3% | +28.5% | -16.1% | -0.6% |
| 10Y | +62.4% | +95.4% | -33.0% | +25.0% |
| All | +1,572.7% | +2,606.8% | -1,034.1% | +651.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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