+31.5%
CVS vs SPG
+106.4%
-74.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +0.4% | -4.9% | +5.3% | +1.8% |
| 3M | -0.4% | +3.3% | -3.7% | -1.4% |
| 6M | +25.1% | +11.2% | +13.9% | +21.3% |
| YTD | +23.9% | +17.1% | +6.8% | +18.3% |
| 1Y | +41.1% | +21.6% | +19.5% | +33.2% |
| 3Y | +63.6% | +111.9% | -48.2% | +29.5% |
| 5Y | +31.5% | +106.9% | -75.4% | +0.5% |
| All | +31.5% | +106.4% | -74.8% | +0.5% |
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