+1,907.2%
CVS vs D
+2,347.4%
-440.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +4.0% | +0.4% | +3.5% | +3.8% |
| 30D | -2.4% | -3.6% | +1.2% | -1.2% |
| 3M | +2.7% | -1.0% | +3.6% | +2.9% |
| 6M | +21.9% | +6.3% | +15.6% | +18.9% |
| YTD | +24.7% | +14.7% | +10.0% | +18.2% |
| 1Y | +35.4% | +16.9% | +18.5% | +27.3% |
| 3Y | +65.2% | +56.8% | +8.4% | +37.4% |
| 5Y | +30.5% | +5.2% | +25.3% | +24.2% |
| 10Y | +40.4% | +35.9% | +4.5% | +19.2% |
| All | +1,907.2% | +2,347.4% | -440.2% | +498.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling