+12.3%
CVS vs DLR
+39.4%
-27.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.6% |
| 7D | +12.0% | -2.0% | +14.0% | +12.1% |
| 30D | +2.8% | +0.5% | +2.2% | +2.6% |
| 3M | -3.6% | -4.4% | +0.9% | -3.3% |
| 6M | -1.6% | -6.4% | +4.8% | -1.3% |
| YTD | +16.3% | +19.5% | -3.2% | +14.3% |
| 1Y | +15.5% | +10.5% | +5.0% | +14.2% |
| 3Y | +48.1% | +54.0% | -5.9% | +38.3% |
| 5Y | +12.3% | +39.7% | -27.4% | +6.6% |
| All | +12.3% | +39.4% | -27.1% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling