+60.4%
CVS vs DG
+105.2%
-44.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | -0.4% | +3.2% | -3.7% | -1.4% |
| 3M | -5.3% | +10.4% | -15.7% | -7.5% |
| 6M | -7.7% | +33.2% | -40.9% | -13.2% |
| YTD | +16.0% | +3.0% | +13.1% | +14.0% |
| 1Y | +16.2% | +31.2% | -15.0% | +8.4% |
| 3Y | +47.6% | +21.8% | +25.7% | +33.7% |
| 5Y | +12.3% | -35.0% | +47.3% | +19.9% |
| All | +60.4% | +105.2% | -44.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling