+4,681.2%
DELL vs CVS
+35.2%
+4,646.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +14.9% | +4.0% | +10.9% | +13.6% |
| 30D | +13.3% | -2.4% | +15.7% | +13.9% |
| 3M | +24.4% | +2.7% | +21.7% | +23.1% |
| 6M | +258.0% | +21.9% | +236.1% | +237.4% |
| YTD | +320.2% | +24.7% | +295.4% | +292.1% |
| 1Y | +319.1% | +35.4% | +283.6% | +282.4% |
| 3Y | +706.5% | +65.2% | +641.3% | +572.2% |
| 5Y | +1,071.9% | +30.5% | +1,041.4% | +959.8% |
| 10Y | +4,683.5% | +40.4% | +4,643.1% | +3,738.5% |
| All | +4,681.2% | +35.2% | +4,646.0% | +3,789.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling