+31.5%
CVS vs DRI
+70.3%
-38.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | -1.6% | -1.2% | -0.3% | -1.4% |
| 30D | +0.4% | -0.4% | +0.8% | +0.4% |
| 3M | -0.4% | +9.5% | -9.9% | -2.4% |
| 6M | +25.1% | +6.5% | +18.7% | +23.1% |
| YTD | +23.9% | +18.4% | +5.5% | +18.6% |
| 1Y | +41.1% | +4.2% | +36.9% | +38.7% |
| 3Y | +63.6% | +57.1% | +6.5% | +44.7% |
| 5Y | +31.5% | +70.4% | -38.9% | +11.9% |
| All | +31.5% | +70.3% | -38.8% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling