+5.6%
CVS vs D
+23.9%
-18.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.4% | -17.0% | -12.7% |
| 7D | -11.1% | +8.5% | -19.6% | -11.9% |
| 30D | -7.4% | +14.3% | -21.8% | -9.0% |
| 3M | -22.9% | +1.8% | -24.7% | -23.1% |
| 6M | -1.2% | +13.0% | -14.2% | -2.3% |
| YTD | +3.9% | +22.7% | -18.9% | +1.6% |
| 1Y | +5.6% | +22.6% | -17.1% | +3.1% |
| All | +5.6% | +23.9% | -18.3% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling