+1,698.2%
CVS vs BWA
+3,492.4%
-1,794.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -1.1% |
| 7D | +4.0% | +5.7% | -1.7% | +2.7% |
| 30D | -2.4% | +1.4% | -3.8% | -2.9% |
| 3M | +2.7% | -12.1% | +14.7% | +5.0% |
| 6M | +21.9% | +28.6% | -6.7% | +14.2% |
| YTD | +24.7% | +51.1% | -26.3% | +11.9% |
| 1Y | +35.4% | +55.9% | -20.4% | +20.4% |
| 3Y | +65.2% | +70.1% | -4.9% | +41.0% |
| 5Y | +30.5% | +90.7% | -60.1% | +6.0% |
| 10Y | +40.4% | +154.0% | -113.6% | +2.1% |
| All | +1,698.2% | +3,492.4% | -1,794.2% | +661.8% |
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