+34.2%
CVS vs DE
+97.0%
-62.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.0% | -2.4% | +0.4% | -1.5% |
| 30D | +1.9% | +9.7% | -7.8% | -0.1% |
| 3M | -2.2% | +21.4% | -23.5% | -6.3% |
| 6M | +26.7% | +15.0% | +11.7% | +22.6% |
| YTD | +22.9% | +46.4% | -23.5% | +12.3% |
| 1Y | +32.9% | +45.6% | -12.7% | +21.3% |
| 3Y | +62.3% | +76.8% | -14.5% | +39.9% |
| 5Y | +34.2% | +99.4% | -65.2% | +14.3% |
| All | +34.2% | +97.0% | -62.7% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling