+104.3%
CVS vs DT
+76.1%
+28.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +10.4% | +2.7% | +7.7% | +10.2% |
| 30D | +3.3% | -30.4% | +33.6% | +5.3% |
| 3M | -4.5% | -9.4% | +4.9% | -4.3% |
| 6M | -4.4% | +14.5% | -18.9% | -5.9% |
| YTD | +16.6% | +3.6% | +13.0% | +15.4% |
| 1Y | +15.3% | -3.4% | +18.8% | +14.7% |
| 3Y | +48.6% | -11.1% | +59.7% | +47.9% |
| 5Y | +12.9% | -39.5% | +52.3% | +14.4% |
| All | +104.3% | +76.1% | +28.2% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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