+1,907.2%
CVS vs DD
+961.9%
+945.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | +4.0% | -3.5% | +7.5% | +4.9% |
| 30D | -2.4% | -10.3% | +7.9% | +0.3% |
| 3M | +2.7% | -7.5% | +10.2% | +4.5% |
| 6M | +21.9% | -8.0% | +29.9% | +23.7% |
| YTD | +24.7% | +10.5% | +14.3% | +20.3% |
| 1Y | +35.4% | +38.3% | -2.8% | +22.8% |
| 3Y | +65.2% | +42.5% | +22.7% | +44.8% |
| 5Y | +30.5% | +60.2% | -29.6% | +9.2% |
| 10Y | +40.4% | +68.9% | -28.5% | +10.3% |
| All | +1,907.2% | +961.9% | +945.3% | +765.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling