+30.8%
CVS vs SPMO
+24.6%
+6.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -2.2% | -0.9% | -1.2% | -2.1% |
| 30D | -0.1% | -1.9% | +1.9% | +0.1% |
| 3M | -5.2% | -1.4% | -3.9% | -5.5% |
| 6M | +26.9% | +25.5% | +1.4% | +19.3% |
| YTD | +22.1% | +24.8% | -2.8% | +14.6% |
| 1Y | +30.8% | +24.5% | +6.3% | +24.6% |
| All | +30.8% | +24.6% | +6.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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