+1,681.4%
CVS vs SPGI
+14,972.7%
-13,291.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | -3.7% | -0.9% | -2.8% | -3.6% |
| 30D | -0.3% | +15.5% | -15.9% | -4.7% |
| 3M | -10.3% | +15.7% | -25.9% | -14.3% |
| 6M | -4.6% | +19.1% | -23.7% | -10.2% |
| YTD | +10.7% | -4.1% | +14.8% | +10.1% |
| 1Y | +11.2% | +1.2% | +10.0% | +8.8% |
| 3Y | +43.0% | +31.6% | +11.4% | +27.5% |
| 5Y | +8.6% | +12.4% | -3.8% | -0.1% |
| 10Y | +52.0% | +334.3% | -282.3% | -9.8% |
| All | +1,681.4% | +14,972.7% | -13,291.3% | +235.1% |
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