+118.0%
CVS vs DOW
-15.4%
+133.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.6% | -2.9% | +1.4% | -0.9% |
| 30D | +0.4% | +2.0% | -1.6% | -0.3% |
| 3M | -0.4% | -12.5% | +12.1% | +2.5% |
| 6M | +25.1% | -9.2% | +34.3% | +26.0% |
| YTD | +23.9% | +30.8% | -6.9% | +11.9% |
| 1Y | +41.1% | +29.4% | +11.7% | +26.9% |
| 3Y | +63.6% | -34.6% | +98.2% | +76.3% |
| 5Y | +31.5% | -35.9% | +67.5% | +40.1% |
| All | +118.0% | -15.4% | +133.4% | +85.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling