+63.6%
CVS vs DLR
+57.6%
+6.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -1.6% | +3.4% | -5.0% | -1.6% |
| 30D | +0.4% | -2.2% | +2.6% | +0.5% |
| 3M | -0.4% | +4.7% | -5.2% | -0.5% |
| 6M | +25.1% | +9.0% | +16.1% | +25.1% |
| YTD | +23.9% | +24.1% | -0.3% | +23.9% |
| 1Y | +41.1% | +20.9% | +20.1% | +41.1% |
| 3Y | +63.6% | +60.0% | +3.6% | +59.3% |
| All | +63.6% | +57.6% | +6.0% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling