+28.1%
CVS vs SPMO
+575.0%
-547.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.9% | +2.7% | -4.6% | -3.1% |
| 30D | -0.3% | +1.1% | -1.4% | -0.9% |
| 3M | -1.1% | +2.0% | -3.2% | -3.0% |
| 6M | +23.7% | +26.5% | -2.8% | +8.9% |
| YTD | +23.0% | +26.5% | -3.5% | +8.1% |
| 1Y | +37.2% | +27.9% | +9.2% | +19.7% |
| 3Y | +62.4% | +160.4% | -97.9% | -6.3% |
| 5Y | +31.8% | +151.5% | -119.7% | -23.1% |
| 10Y | +41.9% | +526.3% | -484.4% | -45.4% |
| All | +28.1% | +575.0% | -547.0% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling