+1,681.4%
CVS vs D
+2,436.6%
-755.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -3.7% | +0.8% | -4.5% | -4.2% |
| 30D | -0.3% | +10.7% | -11.1% | -4.1% |
| 3M | -10.3% | +2.3% | -12.6% | -11.3% |
| 6M | -4.6% | +12.5% | -17.1% | -9.0% |
| YTD | +10.7% | +20.1% | -9.4% | +2.9% |
| 1Y | +11.2% | +15.6% | -4.3% | +4.7% |
| 3Y | +43.0% | +75.2% | -32.1% | +14.3% |
| 5Y | +8.6% | +14.6% | -6.0% | +0.1% |
| 10Y | +52.0% | +43.8% | +8.2% | +26.3% |
| All | +1,681.4% | +2,436.6% | -755.2% | +423.2% |
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