+63.6%
CVS vs DAR
+14.9%
+48.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | +0.4% | +13.0% | -12.6% | -0.6% |
| 3M | -0.4% | +15.0% | -15.4% | -1.6% |
| 6M | +25.1% | +26.8% | -1.7% | +22.6% |
| YTD | +23.9% | +86.4% | -62.5% | +17.4% |
| 1Y | +41.1% | +115.1% | -74.0% | +32.1% |
| 3Y | +63.6% | +14.6% | +49.0% | +71.4% |
| All | +63.6% | +14.9% | +48.8% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling