+1,907.2%
CVS vs SPGI
+14,090.3%
-12,183.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +4.0% | +0.1% | +3.8% | +3.9% |
| 30D | -2.4% | +8.4% | -10.8% | -4.7% |
| 3M | +2.7% | +11.8% | -9.2% | -1.2% |
| 6M | +21.9% | +5.7% | +16.2% | +18.8% |
| YTD | +24.7% | -9.7% | +34.4% | +26.6% |
| 1Y | +35.4% | -12.5% | +47.9% | +38.2% |
| 3Y | +65.2% | +21.8% | +43.4% | +50.9% |
| 5Y | +30.5% | +8.2% | +22.4% | +21.5% |
| 10Y | +40.4% | +309.5% | -269.1% | -15.1% |
| All | +1,907.2% | +14,090.3% | -12,183.1% | +285.4% |
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