+5.6%
CVS vs DE
+49.6%
-44.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.6% | -14.1% | -12.7% |
| 7D | -11.1% | +5.6% | -16.7% | -11.7% |
| 30D | -7.4% | -0.8% | -6.6% | -7.4% |
| 3M | -22.9% | +9.8% | -32.7% | -23.7% |
| 6M | -1.2% | +17.5% | -18.7% | -2.9% |
| YTD | +3.9% | +46.5% | -42.6% | +2.4% |
| 1Y | +5.6% | +46.1% | -40.6% | +4.3% |
| All | +5.6% | +49.6% | -44.1% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling