+5.6%
CVS vs DAR
+63.3%
-57.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.5% | -10.1% | -12.3% |
| 7D | -11.1% | -5.7% | -5.4% | -10.6% |
| 30D | -7.4% | -16.6% | +9.1% | -6.0% |
| 3M | -22.9% | -13.1% | -9.8% | -21.9% |
| 6M | -1.2% | -18.8% | +17.6% | +0.8% |
| YTD | +3.9% | +45.3% | -41.4% | -6.6% |
| 1Y | +5.6% | +60.6% | -55.1% | -8.9% |
| All | +5.6% | +63.3% | -57.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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