+40.0%
CVS vs SPY
+322.5%
-282.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.2% |
| 7D | -2.2% | -0.8% | -1.4% | -1.7% |
| 30D | -0.1% | -1.1% | +1.0% | +0.6% |
| 3M | -5.2% | +3.9% | -9.1% | -7.7% |
| 6M | +26.9% | +13.6% | +13.3% | +16.2% |
| YTD | +22.1% | +12.7% | +9.4% | +12.2% |
| 1Y | +30.8% | +17.5% | +13.3% | +16.7% |
| 3Y | +54.4% | +76.9% | -22.5% | +1.3% |
| 5Y | +33.4% | +83.6% | -50.2% | -16.2% |
| All | +40.0% | +322.5% | -282.4% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling