+40.0%
CVS vs DTE
+137.8%
-97.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -2.2% | -2.6% | +0.4% | -1.2% |
| 30D | -0.1% | -4.4% | +4.3% | +1.6% |
| 3M | -5.2% | -8.3% | +3.1% | -2.2% |
| 6M | +26.9% | -8.1% | +35.0% | +30.6% |
| YTD | +22.1% | +4.4% | +17.6% | +19.6% |
| 1Y | +30.8% | +0.2% | +30.6% | +30.1% |
| 3Y | +54.4% | +42.6% | +11.8% | +32.7% |
| 5Y | +33.4% | +31.5% | +1.9% | +17.8% |
| All | +40.0% | +137.8% | -97.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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