+31.5%
CVS vs SPY
+81.8%
-50.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | +0.4% | -0.9% | +1.3% | +0.8% |
| 3M | -0.4% | +3.9% | -4.3% | -2.2% |
| 6M | +25.1% | +14.5% | +10.6% | +17.3% |
| YTD | +23.9% | +12.9% | +11.0% | +16.8% |
| 1Y | +41.1% | +19.4% | +21.7% | +29.4% |
| 3Y | +63.6% | +78.5% | -14.8% | +20.2% |
| 5Y | +31.5% | +81.8% | -50.2% | -7.2% |
| All | +31.5% | +81.8% | -50.2% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling