+1,775.9%
CVS vs SPG
+5,968.7%
-4,192.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +12.0% | +2.7% | +9.2% | +11.3% |
| 30D | +2.8% | +16.6% | -13.8% | -0.9% |
| 3M | -3.6% | +8.1% | -11.7% | -5.4% |
| 6M | -1.6% | +19.3% | -21.0% | -5.8% |
| YTD | +16.3% | +31.1% | -14.8% | +8.9% |
| 1Y | +15.5% | +32.8% | -17.2% | +7.9% |
| 3Y | +48.1% | +135.8% | -87.7% | +20.0% |
| 5Y | +12.3% | +85.1% | -72.8% | -5.1% |
| 10Y | +62.7% | +115.9% | -53.3% | +22.6% |
| All | +1,775.9% | +5,968.7% | -4,192.8% | +650.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling