+102.9%
CVS vs SPOT
+227.0%
-124.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.3% |
| 7D | +4.0% | -0.9% | +4.9% | +4.0% |
| 30D | -2.4% | +12.5% | -14.9% | -3.0% |
| 3M | +2.7% | +9.9% | -7.2% | +2.1% |
| 6M | +21.9% | +1.6% | +20.3% | +21.4% |
| YTD | +24.7% | -6.6% | +31.3% | +24.7% |
| 1Y | +35.4% | -22.9% | +58.4% | +36.8% |
| 3Y | +65.2% | +244.3% | -179.1% | +52.7% |
| 5Y | +30.5% | +117.8% | -87.3% | +21.8% |
| All | +102.9% | +227.0% | -124.0% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling