+63.6%
CVS vs DD
+47.1%
+16.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | +0.4% | -7.4% | +7.8% | +1.1% |
| 3M | -0.4% | -6.4% | +6.0% | +0.1% |
| 6M | +25.1% | -2.5% | +27.6% | +25.2% |
| YTD | +23.9% | +10.2% | +13.6% | +22.1% |
| 1Y | +41.1% | +36.9% | +4.1% | +35.9% |
| 3Y | +63.6% | +47.0% | +16.6% | +57.3% |
| All | +63.6% | +47.1% | +16.5% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling