+1,760.0%
CVS vs SPGI
+15,046.0%
-13,286.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | -2.6% | +1.6% | -4.2% | -3.2% |
| 30D | +4.0% | +16.1% | -12.0% | -0.6% |
| 3M | -6.3% | +15.5% | -21.7% | -10.5% |
| 6M | -0.4% | +19.6% | -20.0% | -6.3% |
| YTD | +15.6% | -3.6% | +19.2% | +14.8% |
| 1Y | +18.3% | +2.2% | +16.1% | +15.3% |
| 3Y | +47.3% | +30.1% | +17.2% | +31.8% |
| 5Y | +13.2% | +14.9% | -1.7% | +3.4% |
| 10Y | +57.2% | +334.0% | -276.8% | -6.7% |
| All | +1,760.0% | +15,046.0% | -13,286.0% | +249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling