-7.7%
CVS vs DG
+32.6%
-40.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -0.9% |
| 3M | -5.3% | +10.4% | -15.7% | -6.9% |
| 6M | -7.7% | +33.2% | -40.9% | -12.3% |
| All | -7.7% | +32.6% | -40.3% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling