+299.2%
CVS vs BX
+873.6%
-574.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +2.9% | -0.1% |
| 7D | -1.9% | -5.7% | +3.8% | -0.9% |
| 30D | -0.3% | -8.9% | +8.6% | +1.2% |
| 3M | -1.1% | +8.4% | -9.5% | -2.8% |
| 6M | +23.7% | +18.9% | +4.8% | +19.0% |
| YTD | +23.0% | -13.6% | +36.6% | +24.8% |
| 1Y | +37.2% | -22.4% | +59.6% | +41.5% |
| 3Y | +62.4% | +26.0% | +36.4% | +49.9% |
| 5Y | +31.8% | +18.8% | +13.0% | +18.8% |
| 10Y | +41.9% | +668.7% | -626.8% | -10.8% |
| All | +299.2% | +873.6% | -574.4% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling