+16.2%
CVS vs DG
+31.9%
-15.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.5% |
| 7D | +6.6% | +0.3% | +6.3% | +6.6% |
| 30D | -0.4% | +3.2% | -3.7% | -0.7% |
| 3M | -5.3% | +10.4% | -15.7% | -6.0% |
| 6M | -7.7% | +33.2% | -40.9% | -9.0% |
| YTD | +16.0% | +3.0% | +13.1% | +17.0% |
| 1Y | +16.2% | +31.2% | -15.0% | +12.4% |
| All | +16.2% | +31.9% | -15.7% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling