+1,838.2%
CVS vs DAR
+1,448.0%
+390.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | +0.3% |
| 7D | +12.0% | +3.6% | +8.4% | +11.8% |
| 30D | +2.8% | -11.3% | +14.0% | +3.3% |
| 3M | -3.6% | -13.1% | +9.5% | -3.0% |
| 6M | -1.6% | -15.1% | +13.5% | -1.0% |
| YTD | +16.3% | +50.5% | -34.2% | +13.9% |
| 1Y | +15.5% | +57.9% | -42.4% | +12.9% |
| 3Y | +48.1% | +28.9% | +19.2% | +45.0% |
| 5Y | +12.3% | -31.4% | +43.8% | +12.4% |
| 10Y | +62.7% | +301.0% | -238.4% | +51.0% |
| All | +1,838.2% | +1,448.0% | +390.2% | +1,877.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling