+31.5%
CVS vs SPOT
+108.1%
-76.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | -1.6% | -2.9% | +1.3% | -1.5% |
| 30D | +0.4% | +8.3% | -7.9% | +0.1% |
| 3M | -0.4% | +5.1% | -5.5% | -0.6% |
| 6M | +25.1% | -6.5% | +31.6% | +25.2% |
| YTD | +23.9% | -9.0% | +32.9% | +24.0% |
| 1Y | +41.1% | -26.4% | +67.5% | +42.3% |
| 3Y | +63.6% | +240.0% | -176.4% | +58.5% |
| 5Y | +31.5% | +111.7% | -80.2% | +22.9% |
| All | +31.5% | +108.1% | -76.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 5y: compounded portfolio wealth divided by compounded SPOT 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…
5y analysis · Full analysis span regression · 6 months rolling