+41.9%
CVS vs SPGI
+287.8%
-245.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | 0.0% |
| 7D | -1.9% | -3.1% | +1.2% | -1.1% |
| 30D | -0.3% | +2.0% | -2.3% | -1.0% |
| 3M | -1.1% | +4.3% | -5.4% | -2.8% |
| 6M | +23.7% | -0.2% | +23.9% | +22.7% |
| YTD | +23.0% | -14.8% | +37.8% | +27.2% |
| 1Y | +37.2% | -18.5% | +55.7% | +43.5% |
| 3Y | +62.4% | +16.0% | +46.5% | +48.7% |
| 5Y | +31.8% | +2.2% | +29.6% | +23.6% |
| 10Y | +41.9% | +296.4% | -254.5% | -14.2% |
| All | +41.9% | +287.8% | -245.9% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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