+18.3%
CVS vs DRI
+31.8%
-13.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.4% |
| 7D | -2.6% | +4.2% | -6.9% | -2.1% |
| 30D | +4.0% | +15.7% | -11.6% | +4.8% |
| 3M | -6.3% | +5.8% | -12.1% | -5.8% |
| 6M | -0.4% | +18.4% | -18.8% | +0.8% |
| YTD | +15.6% | +28.2% | -12.6% | +13.8% |
| 1Y | +18.3% | +35.9% | -17.6% | +15.2% |
| All | +18.3% | +31.8% | -13.5% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling