+47.6%
CVS vs SPYM
+78.4%
-30.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +6.6% | +2.6% | +4.0% | +5.9% |
| 30D | -0.4% | -2.0% | +1.6% | -0.1% |
| 3M | -5.3% | -2.8% | -2.5% | -4.7% |
| 6M | -7.7% | +2.2% | -9.9% | -8.6% |
| YTD | +16.0% | +11.5% | +4.5% | +11.5% |
| 1Y | +16.2% | +13.5% | +2.7% | +11.0% |
| 3Y | +47.6% | +78.0% | -30.5% | +27.2% |
| All | +47.6% | +78.4% | -30.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 3y: compounded portfolio wealth divided by compounded SPYM 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…
3y analysis · Full analysis span regression · 6 months rolling