+41.0%
CVS vs DD
+67.0%
-26.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -2.0% | -2.9% | +0.9% | -1.2% |
| 30D | +1.9% | -11.5% | +13.4% | +5.3% |
| 3M | -2.2% | -5.4% | +3.2% | -0.9% |
| 6M | +26.7% | -6.9% | +33.6% | +28.3% |
| YTD | +22.9% | +6.9% | +16.0% | +19.1% |
| 1Y | +32.9% | +35.6% | -2.7% | +19.9% |
| 3Y | +62.3% | +42.5% | +19.7% | +40.1% |
| 5Y | +34.2% | +58.5% | -24.2% | +9.1% |
| All | +41.0% | +67.0% | -26.0% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling