+557.8%
CVS vs SPYG
+561.6%
-3.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.6% | +1.2% | -2.8% | -2.2% |
| 30D | +0.4% | -1.6% | +1.9% | +1.1% |
| 3M | -0.4% | +3.4% | -3.8% | -2.5% |
| 6M | +25.1% | +18.9% | +6.2% | +13.9% |
| YTD | +23.9% | +13.8% | +10.1% | +14.9% |
| 1Y | +41.1% | +20.6% | +20.5% | +26.8% |
| 3Y | +63.6% | +100.5% | -36.9% | +9.6% |
| 5Y | +31.5% | +84.6% | -53.1% | -10.0% |
| 10Y | +40.5% | +410.8% | -370.3% | -46.0% |
| All | +557.8% | +561.6% | -3.9% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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