+32.9%
CVS vs DOW
+29.9%
+3.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -2.0% | -2.4% | +0.4% | -1.9% |
| 30D | +1.9% | -4.1% | +6.0% | +2.1% |
| 3M | -2.2% | -12.4% | +10.2% | -1.7% |
| 6M | +26.7% | -10.6% | +37.4% | +26.0% |
| YTD | +22.9% | +31.1% | -8.2% | +16.1% |
| 1Y | +32.9% | +30.5% | +2.4% | +27.3% |
| All | +32.9% | +29.9% | +3.0% | +27.3% |
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