+13.2%
CVS vs SPG
+83.5%
-70.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | -2.6% | +5.6% | -8.2% | -4.1% |
| 30D | +4.0% | +17.6% | -13.5% | -0.6% |
| 3M | -6.3% | +7.5% | -13.8% | -8.3% |
| 6M | -0.4% | +18.5% | -18.9% | -5.1% |
| YTD | +15.6% | +30.9% | -15.3% | +7.0% |
| 1Y | +18.3% | +34.1% | -15.8% | +8.8% |
| 3Y | +47.3% | +135.5% | -88.3% | +13.3% |
| 5Y | +13.2% | +86.5% | -73.4% | -12.3% |
| All | +13.2% | +83.5% | -70.3% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling