+5.6%
CVS vs DOW
+50.2%
-44.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.2% | -9.3% | -12.3% |
| 7D | -11.1% | -4.2% | -6.9% | -10.9% |
| 30D | -7.4% | +14.7% | -22.1% | -7.8% |
| 3M | -22.9% | +9.1% | -31.9% | -23.1% |
| 6M | -1.2% | -17.7% | +16.5% | -0.9% |
| YTD | +3.9% | +44.6% | -40.8% | -3.5% |
| 1Y | +5.6% | +51.9% | -46.3% | -3.2% |
| All | +5.6% | +50.2% | -44.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling