+43.0%
CVS vs SPGI
+30.9%
+12.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -3.7% | -0.9% | -2.8% | -3.6% |
| 30D | -0.3% | +15.5% | -15.9% | -1.5% |
| 3M | -10.3% | +15.7% | -25.9% | -11.3% |
| 6M | -4.6% | +19.1% | -23.7% | -6.1% |
| YTD | +10.7% | -4.1% | +14.8% | +11.7% |
| 1Y | +11.2% | +1.2% | +10.0% | +11.2% |
| 3Y | +43.0% | +31.6% | +11.4% | +45.8% |
| All | +43.0% | +30.9% | +12.1% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling