+41.0%
CVS vs DLR
+172.7%
-131.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | -2.0% | -1.3% | -0.7% | -1.7% |
| 30D | +1.9% | -2.9% | +4.8% | +2.4% |
| 3M | -2.2% | +3.2% | -5.4% | -3.0% |
| 6M | +26.7% | +3.9% | +22.9% | +25.4% |
| YTD | +22.9% | +21.4% | +1.4% | +17.8% |
| 1Y | +32.9% | +9.7% | +23.2% | +29.7% |
| 3Y | +62.3% | +56.5% | +5.7% | +43.0% |
| 5Y | +34.2% | +41.5% | -7.3% | +19.6% |
| All | +41.0% | +172.7% | -131.8% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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