+1,129.1%
DIA vs CVS
+837.2%
+291.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -0.2% | +4.0% | -4.1% | -1.3% |
| 30D | -1.5% | -2.4% | +0.9% | -1.0% |
| 3M | +3.8% | +2.7% | +1.1% | +2.7% |
| 6M | +10.3% | +21.9% | -11.6% | +3.7% |
| YTD | +12.1% | +24.7% | -12.7% | +4.2% |
| 1Y | +18.6% | +35.4% | -16.8% | +7.5% |
| 3Y | +60.6% | +65.2% | -4.6% | +33.2% |
| 5Y | +64.4% | +30.5% | +33.9% | +44.5% |
| 10Y | +250.1% | +40.4% | +209.7% | +190.8% |
| All | +1,129.1% | +837.2% | +291.9% | +462.5% |
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