+379.4%
CVS vs DG
+606.1%
-226.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | +4.0% | +8.4% | -4.4% | +2.3% |
| 30D | -2.4% | +4.9% | -7.3% | -3.4% |
| 3M | +2.7% | +29.3% | -26.7% | -2.6% |
| 6M | +21.9% | -11.3% | +33.1% | +24.0% |
| YTD | +24.7% | +1.8% | +23.0% | +23.3% |
| 1Y | +35.4% | +25.3% | +10.1% | +27.6% |
| 3Y | +65.2% | +9.1% | +56.1% | +54.2% |
| 5Y | +30.5% | -34.9% | +65.4% | +36.4% |
| 10Y | +40.4% | +108.2% | -67.8% | +8.4% |
| All | +379.4% | +606.1% | -226.6% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling