+8.6%
CVS vs DRI
+76.5%
-67.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | -3.7% | +3.1% | -6.8% | -4.3% |
| 30D | -0.3% | +16.2% | -16.6% | -3.2% |
| 3M | -10.3% | +8.4% | -18.6% | -11.8% |
| 6M | -4.6% | +19.0% | -23.6% | -8.2% |
| YTD | +10.7% | +28.8% | -18.1% | +4.0% |
| 1Y | +11.2% | +33.1% | -21.9% | +3.6% |
| 3Y | +43.0% | +70.8% | -27.7% | +23.6% |
| 5Y | +8.6% | +74.2% | -65.6% | -7.1% |
| All | +8.6% | +76.5% | -67.9% | -7.1% |
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