+33.1%
CVS vs DTE
+32.0%
+1.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | -2.0% | -2.0% | 0.0% | -1.2% |
| 30D | +1.9% | -2.4% | +4.3% | +2.8% |
| 3M | -2.2% | -7.3% | +5.1% | +0.5% |
| 6M | +26.7% | -7.6% | +34.4% | +30.2% |
| YTD | +22.9% | +5.8% | +17.1% | +19.7% |
| 1Y | +32.9% | +2.3% | +30.6% | +31.1% |
| 3Y | +62.3% | +45.0% | +17.3% | +36.9% |
| All | +33.1% | +32.0% | +1.1% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling