+57.2%
CVS vs DAR
+269.9%
-212.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.7% |
| 7D | -2.6% | -3.8% | +1.2% | -2.0% |
| 30D | +4.0% | -14.4% | +18.5% | +6.8% |
| 3M | -6.3% | -17.9% | +11.6% | -3.3% |
| 6M | -0.4% | -18.3% | +17.9% | +2.7% |
| YTD | +15.6% | +43.2% | -27.6% | +7.2% |
| 1Y | +18.3% | +57.7% | -39.4% | +7.7% |
| 3Y | +47.3% | +22.7% | +24.5% | +35.7% |
| 5Y | +13.2% | -34.0% | +47.2% | +15.8% |
| 10Y | +57.2% | +279.5% | -222.3% | -3.8% |
| All | +57.2% | +269.9% | -212.8% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling