+3,922.7%
DELL vs CVS
+42.0%
+3,880.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.3% | -5.3% |
| 7D | -1.9% | -2.0% | +0.1% | -1.4% |
| 30D | +14.9% | +1.9% | +13.0% | +14.2% |
| 3M | +37.2% | -2.2% | +39.4% | +37.5% |
| 6M | +254.0% | +26.7% | +227.3% | +230.2% |
| YTD | +306.1% | +22.9% | +283.3% | +280.4% |
| 1Y | +312.3% | +32.9% | +279.4% | +278.0% |
| 3Y | +654.0% | +62.3% | +591.7% | +531.0% |
| 5Y | +1,055.3% | +34.2% | +1,021.1% | +932.9% |
| All | +3,922.7% | +42.0% | +3,880.7% | +3,052.8% |
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