+1,107.0%
DIA vs CVS
+771.8%
+335.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.1% | +6.6% | -4.4% | +0.4% |
| 30D | +1.5% | -0.4% | +1.9% | +1.1% |
| 3M | -2.4% | -5.3% | +2.8% | -1.7% |
| 6M | +6.0% | -7.7% | +13.7% | +7.3% |
| YTD | +10.1% | +16.0% | -6.0% | +3.7% |
| 1Y | +11.8% | +16.2% | -4.4% | +5.2% |
| 3Y | +59.7% | +47.6% | +12.1% | +36.0% |
| 5Y | +57.9% | +12.3% | +45.6% | +44.0% |
| 10Y | +236.2% | +62.4% | +173.8% | +168.0% |
| All | +1,107.0% | +771.8% | +335.1% | +459.8% |
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 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