+34.2%
CVS vs SPYM
+80.5%
-46.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -2.0% | -2.0% | 0.0% | -1.1% |
| 30D | +1.9% | -1.6% | +3.5% | +2.6% |
| 3M | -2.2% | +4.7% | -6.9% | -4.4% |
| 6M | +26.7% | +12.6% | +14.2% | +19.6% |
| YTD | +22.9% | +11.8% | +11.1% | +16.2% |
| 1Y | +32.9% | +17.5% | +15.4% | +22.6% |
| 3Y | +62.3% | +77.0% | -14.7% | +19.4% |
| 5Y | +34.2% | +82.6% | -48.4% | -5.5% |
| All | +34.2% | +80.5% | -46.2% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling