+40.5%
CVS vs D
+35.9%
+4.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -1.6% | +0.8% | -2.3% | -1.8% |
| 30D | +0.4% | -0.7% | +1.1% | +0.6% |
| 3M | -0.4% | +2.1% | -2.5% | -1.2% |
| 6M | +25.1% | +6.8% | +18.3% | +21.8% |
| YTD | +23.9% | +16.5% | +7.3% | +16.5% |
| 1Y | +41.1% | +19.2% | +21.9% | +31.5% |
| 3Y | +63.6% | +61.9% | +1.8% | +33.0% |
| 5Y | +31.5% | +6.5% | +25.0% | +25.7% |
| 10Y | +40.5% | +35.3% | +5.2% | +27.0% |
| All | +40.5% | +35.9% | +4.6% | +27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling