+8.6%
CVS vs DAR
-37.0%
+45.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +1.2% |
| 7D | -3.7% | -2.8% | -0.9% | -3.4% |
| 30D | -0.3% | -12.8% | +12.5% | +0.9% |
| 3M | -10.3% | -11.6% | +1.3% | -9.3% |
| 6M | -4.6% | -16.8% | +12.2% | -3.1% |
| YTD | +10.7% | +45.9% | -35.2% | +6.0% |
| 1Y | +11.2% | +61.5% | -50.2% | +5.4% |
| 3Y | +43.0% | +23.0% | +20.1% | +36.8% |
| 5Y | +8.6% | -35.8% | +44.5% | +17.5% |
| All | +8.6% | -37.0% | +45.6% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling