+489.1%
DDOG vs CVS
+86.6%
+402.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | +3.9% | -2.2% | +6.0% | +4.2% |
| 30D | -8.2% | -0.1% | -8.1% | -8.2% |
| 3M | -5.6% | -5.2% | -0.4% | -5.0% |
| 6M | +73.5% | +26.9% | +46.6% | +67.6% |
| YTD | +62.7% | +22.1% | +40.6% | +57.4% |
| 1Y | +59.0% | +30.8% | +28.2% | +52.1% |
| 3Y | +117.1% | +54.4% | +62.7% | +98.4% |
| 5Y | +61.3% | +33.4% | +27.9% | +53.9% |
| All | +489.1% | +86.6% | +402.5% | +344.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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