+57.3%
DRAM vs CVS
+26.6%
+30.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.6% |
| 7D | +18.0% | +10.4% | +7.6% | +18.7% |
| 30D | -17.4% | +3.3% | -20.7% | -16.6% |
| 3M | -20.3% | -4.5% | -15.8% | -20.5% |
| 6M | -14.9% | -4.4% | -10.5% | -12.2% |
| All | +57.3% | +26.6% | +30.7% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling