+60.4%
CVS vs DLR
+188.2%
-127.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | +6.6% | +3.3% | +3.2% | +5.9% |
| 30D | -0.4% | +4.6% | -5.0% | -1.4% |
| 3M | -5.3% | -8.3% | +3.0% | -4.0% |
| 6M | -7.7% | -5.6% | -2.1% | -7.3% |
| YTD | +16.0% | +18.7% | -2.7% | +11.3% |
| 1Y | +16.2% | +17.1% | -0.9% | +11.7% |
| 3Y | +47.6% | +54.4% | -6.8% | +29.7% |
| 5Y | +12.3% | +36.5% | -24.1% | +0.5% |
| All | +60.4% | +188.2% | -127.8% | +23.4% |
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