+40.0%
CVS vs BX
+673.1%
-633.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.1% | -1.1% |
| 7D | -2.2% | -5.6% | +3.5% | -1.1% |
| 30D | -0.1% | -12.2% | +12.2% | +2.3% |
| 3M | -5.2% | +7.4% | -12.6% | -6.9% |
| 6M | +26.9% | +22.2% | +4.7% | +20.6% |
| YTD | +22.1% | -14.0% | +36.1% | +24.3% |
| 1Y | +30.8% | -27.3% | +58.1% | +37.8% |
| 3Y | +54.4% | +24.5% | +29.8% | +39.3% |
| 5Y | +33.4% | +18.9% | +14.5% | +15.8% |
| All | +40.0% | +673.1% | -633.1% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 10y: compounded portfolio wealth divided by compounded BX 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…
10y analysis · Full analysis span regression · 6 months rolling