+15.5%
CVS vs SPG
+33.6%
-18.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +12.0% | +2.7% | +9.2% | +11.4% |
| 30D | +2.8% | +16.6% | -13.8% | -1.2% |
| 3M | -3.6% | +8.1% | -11.7% | -5.4% |
| 6M | -1.6% | +19.3% | -21.0% | -5.7% |
| YTD | +16.3% | +31.1% | -14.8% | +10.1% |
| 1Y | +15.5% | +32.8% | -17.2% | +8.2% |
| All | +15.5% | +33.6% | -18.1% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling