+590.7%
CVS vs DLR
+3,595.6%
-3,005.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +4.0% | +1.6% | +2.4% | +3.6% |
| 30D | -2.4% | -3.4% | +1.0% | -1.7% |
| 3M | +2.7% | +0.5% | +2.2% | +2.2% |
| 6M | +21.9% | +4.6% | +17.3% | +20.1% |
| YTD | +24.7% | +23.4% | +1.3% | +18.2% |
| 1Y | +35.4% | +19.0% | +16.4% | +29.1% |
| 3Y | +65.2% | +56.5% | +8.7% | +44.1% |
| 5Y | +30.5% | +33.3% | -2.8% | +16.0% |
| 10Y | +40.4% | +165.1% | -124.8% | +2.1% |
| All | +590.7% | +3,595.6% | -3,005.0% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling