+678.3%
DELL vs CVS
+62.1%
+616.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +8.7% | -1.9% | +10.6% | +8.8% |
| 30D | +16.9% | -0.3% | +17.2% | +16.9% |
| 3M | +40.4% | -1.1% | +41.6% | +40.3% |
| 6M | +267.1% | +23.7% | +243.4% | +260.1% |
| YTD | +329.1% | +23.0% | +306.1% | +321.1% |
| 1Y | +346.9% | +37.2% | +309.8% | +338.8% |
| All | +678.3% | +62.1% | +616.2% | +699.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling