+113.9%
CVS vs DT
+100.3%
+13.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -2.2% | -1.6% | -0.6% | -2.1% |
| 30D | -0.1% | +3.0% | -3.1% | -0.3% |
| 3M | -5.2% | +26.5% | -31.7% | -6.8% |
| 6M | +26.9% | +35.9% | -9.0% | +23.6% |
| YTD | +22.1% | +17.8% | +4.2% | +20.2% |
| 1Y | +30.8% | +4.1% | +26.7% | +30.1% |
| 3Y | +54.4% | +5.3% | +49.1% | +52.4% |
| 5Y | +33.4% | -27.2% | +60.5% | +33.4% |
| All | +113.9% | +100.3% | +13.6% | +73.6% |
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