+1,979.7%
CVS vs DAR
+1,762.6%
+217.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +4.0% | +1.4% | +2.6% | +3.9% |
| 30D | -2.4% | +12.8% | -15.2% | -3.0% |
| 3M | +2.7% | +7.4% | -4.7% | +2.3% |
| 6M | +21.9% | +22.3% | -0.4% | +20.6% |
| YTD | +24.7% | +81.1% | -56.3% | +21.3% |
| 1Y | +35.4% | +106.5% | -71.0% | +30.8% |
| 3Y | +65.2% | +5.3% | +59.9% | +63.2% |
| 5Y | +30.5% | -11.5% | +42.1% | +29.2% |
| 10Y | +40.4% | +353.3% | -313.0% | +29.5% |
| All | +1,979.7% | +1,762.6% | +217.1% | +2,005.2% |
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