+34.1%
CVS vs DASH
-1.1%
+35.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.4% | +11.1% | +1.9% |
| 7D | -10.0% | +0.5% | -10.5% | -10.1% |
| 30D | -5.2% | -7.1% | +1.8% | -5.1% |
| 3M | -17.4% | -13.2% | -4.2% | -17.1% |
| 6M | +2.1% | +8.3% | -6.2% | +1.7% |
| YTD | +5.6% | -20.6% | +26.2% | +6.1% |
| 1Y | +6.7% | -24.4% | +31.1% | +7.3% |
| 3Y | +29.6% | +94.5% | -64.9% | +26.8% |
| 5Y | +2.5% | -9.4% | +11.9% | -2.1% |
| All | +34.1% | -1.1% | +35.2% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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