+47.6%
CVS vs DOW
-20.1%
+67.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +6.6% | +5.2% | +1.3% | +5.8% |
| 30D | -0.4% | +13.2% | -13.6% | -2.0% |
| 3M | -5.3% | +10.1% | -15.4% | -6.5% |
| 6M | -7.7% | -13.1% | +5.4% | -6.2% |
| YTD | +16.0% | +46.1% | -30.1% | +6.7% |
| 1Y | +16.2% | +50.0% | -33.8% | +6.2% |
| 3Y | +47.6% | -20.2% | +67.8% | +64.3% |
| All | +47.6% | -20.1% | +67.6% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling