+37.2%
CVS vs SPGI
-18.0%
+55.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | -0.8% |
| 7D | -1.9% | -3.1% | +1.2% | -2.0% |
| 30D | -0.3% | +2.0% | -2.3% | -0.1% |
| 3M | -1.1% | +4.3% | -5.4% | -0.9% |
| 6M | +23.7% | -0.2% | +23.9% | +23.7% |
| YTD | +23.0% | -14.8% | +37.8% | +22.4% |
| 1Y | +37.2% | -18.5% | +55.7% | +37.7% |
| All | +37.2% | -18.0% | +55.2% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling