+1,145.9%
DELL vs CVS
+32.8%
+1,113.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.7% | +12.6% | +12.1% |
| 7D | +8.2% | -2.2% | +10.4% | +8.6% |
| 30D | +17.1% | -0.1% | +17.2% | +17.0% |
| 3M | +45.2% | -5.2% | +50.4% | +46.0% |
| 6M | +286.8% | +26.9% | +259.9% | +268.0% |
| YTD | +354.8% | +22.1% | +332.7% | +334.6% |
| 1Y | +358.3% | +30.8% | +327.5% | +333.0% |
| 3Y | +724.9% | +54.4% | +670.5% | +651.7% |
| All | +1,145.9% | +32.8% | +1,113.1% | +1,109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling