+1,858.5%
CVS vs DRI
+8,033.5%
-6,175.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +10.4% | -0.3% | +10.7% | +10.5% |
| 30D | +3.3% | +10.8% | -7.6% | +0.9% |
| 3M | -4.5% | +0.9% | -5.4% | -5.1% |
| 6M | -4.4% | +16.3% | -20.7% | -7.9% |
| YTD | +16.6% | +27.8% | -11.2% | +9.7% |
| 1Y | +15.3% | +33.9% | -18.5% | +7.3% |
| 3Y | +48.6% | +67.2% | -18.6% | +30.7% |
| 5Y | +12.9% | +79.0% | -66.1% | -3.2% |
| 10Y | +63.2% | +332.2% | -269.0% | +8.4% |
| All | +1,858.5% | +8,033.5% | -6,175.0% | +581.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling