+1,389.7%
CVS vs SPY
+3,045.4%
-1,655.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +10.4% | +3.3% | +7.1% | +8.0% |
| 30D | +3.3% | -2.7% | +6.0% | +4.8% |
| 3M | -4.5% | -1.7% | -2.8% | -3.9% |
| 6M | -4.4% | +3.1% | -7.5% | -7.1% |
| YTD | +16.6% | +11.9% | +4.7% | +6.8% |
| 1Y | +15.3% | +12.0% | +3.3% | +5.5% |
| 3Y | +48.6% | +78.2% | -29.6% | -3.6% |
| 5Y | +12.9% | +73.2% | -60.4% | -26.4% |
| 10Y | +63.2% | +309.6% | -246.5% | -42.6% |
| All | +1,389.7% | +3,045.4% | -1,655.7% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling