+31.8%
CVS vs DOW
-35.8%
+67.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.9% | -6.0% | +4.1% | -0.9% |
| 30D | -0.3% | -2.7% | +2.4% | +0.1% |
| 3M | -1.1% | -10.5% | +9.3% | +0.5% |
| 6M | +23.7% | -12.4% | +36.1% | +25.0% |
| YTD | +23.0% | +30.0% | -7.0% | +13.5% |
| 1Y | +37.2% | +27.8% | +9.4% | +26.5% |
| 3Y | +62.4% | -34.9% | +97.4% | +76.1% |
| 5Y | +31.8% | -35.9% | +67.7% | +41.0% |
| All | +31.8% | -35.8% | +67.7% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling