+62.7%
CVS vs DRI
+339.9%
-277.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +12.0% | -0.7% | +12.7% | +12.1% |
| 30D | +2.8% | +14.7% | -11.9% | +0.1% |
| 3M | -3.6% | +5.4% | -9.0% | -4.8% |
| 6M | -1.6% | +18.8% | -20.5% | -5.2% |
| YTD | +16.3% | +28.4% | -12.1% | +10.0% |
| 1Y | +15.5% | +37.7% | -22.1% | +7.7% |
| 3Y | +48.1% | +68.0% | -19.8% | +31.8% |
| 5Y | +12.3% | +78.8% | -66.5% | -2.3% |
| 10Y | +62.7% | +334.2% | -271.5% | +31.3% |
| All | +62.7% | +339.9% | -277.2% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling