+60.4%
CVS vs DAR
+311.7%
-251.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +6.6% | +11.6% | -5.0% | +4.5% |
| 30D | -0.4% | -10.2% | +9.8% | +1.3% |
| 3M | -5.3% | -14.8% | +9.6% | -2.8% |
| 6M | -7.7% | -10.1% | +2.4% | -6.5% |
| YTD | +16.0% | +55.5% | -39.5% | +6.1% |
| 1Y | +16.2% | +61.7% | -45.5% | +5.4% |
| 3Y | +47.6% | +37.2% | +10.4% | +33.2% |
| 5Y | +12.3% | -26.9% | +39.3% | +12.7% |
| All | +60.4% | +311.7% | -251.3% | -3.0% |
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