+1,893.3%
CVS vs DE
+14,571.6%
-12,678.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | +0.4% | +9.6% | -9.3% | -2.0% |
| 3M | -0.4% | +19.0% | -19.4% | -5.0% |
| 6M | +25.1% | +16.1% | +9.1% | +19.9% |
| YTD | +23.9% | +47.0% | -23.1% | +11.3% |
| 1Y | +41.1% | +43.1% | -2.1% | +27.3% |
| 3Y | +63.6% | +77.5% | -13.9% | +38.3% |
| 5Y | +31.5% | +96.4% | -64.8% | +6.0% |
| 10Y | +40.5% | +852.9% | -812.4% | -26.3% |
| All | +1,893.3% | +14,571.6% | -12,678.3% | +390.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling