+118.6%
CVS vs DT
+103.5%
+15.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.4% |
| 7D | +4.0% | -3.3% | +7.3% | +4.1% |
| 30D | -2.4% | +2.0% | -4.4% | -2.6% |
| 3M | +2.7% | +20.0% | -17.3% | +1.3% |
| 6M | +21.9% | +39.3% | -17.4% | +18.5% |
| YTD | +24.7% | +19.8% | +5.0% | +22.7% |
| 1Y | +35.4% | +4.3% | +31.2% | +34.7% |
| 3Y | +65.2% | +7.7% | +57.5% | +62.8% |
| 5Y | +30.5% | -26.8% | +57.4% | +30.7% |
| All | +118.6% | +103.5% | +15.0% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling