+1,878.9%
CVS vs DTE
+3,490.3%
-1,611.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -0.3% | -0.5% | +0.2% | -0.1% |
| 3M | -1.1% | -6.0% | +4.9% | +1.0% |
| 6M | +23.7% | -7.2% | +30.9% | +26.8% |
| YTD | +23.0% | +7.2% | +15.8% | +19.6% |
| 1Y | +37.2% | +4.1% | +33.1% | +34.6% |
| 3Y | +62.4% | +46.9% | +15.6% | +39.6% |
| 5Y | +31.8% | +32.9% | -1.1% | +16.8% |
| 10Y | +41.9% | +144.5% | -102.6% | -1.4% |
| All | +1,878.9% | +3,490.3% | -1,611.3% | +463.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling