+119.5%
CVS vs DOW
-15.8%
+135.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | +0.3% |
| 7D | +4.0% | -2.4% | +6.3% | +4.5% |
| 30D | -2.4% | +0.4% | -2.8% | -2.7% |
| 3M | +2.7% | -14.4% | +17.1% | +6.2% |
| 6M | +21.9% | -7.0% | +28.8% | +21.9% |
| YTD | +24.7% | +30.2% | -5.5% | +12.8% |
| 1Y | +35.4% | +29.2% | +6.2% | +21.8% |
| 3Y | +65.2% | -36.7% | +101.9% | +79.8% |
| 5Y | +30.5% | -37.7% | +68.2% | +40.3% |
| All | +119.5% | -15.8% | +135.3% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling