+54.4%
CVS vs DE
+74.6%
-20.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -2.2% | -2.6% | +0.4% | -1.6% |
| 30D | -0.1% | +9.0% | -9.1% | -1.9% |
| 3M | -5.2% | +19.1% | -24.4% | -9.0% |
| 6M | +26.9% | +14.4% | +12.5% | +22.8% |
| YTD | +22.1% | +45.9% | -23.9% | +10.6% |
| 1Y | +30.8% | +43.6% | -12.8% | +18.7% |
| 3Y | +54.4% | +75.9% | -21.5% | +26.6% |
| All | +54.4% | +74.6% | -20.2% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling