+422.8%
CVS vs SPYM
+812.4%
-389.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +6.6% | +2.6% | +4.0% | +4.9% |
| 30D | -0.4% | -2.0% | +1.6% | +0.5% |
| 3M | -5.3% | -2.8% | -2.5% | -4.0% |
| 6M | -7.7% | +2.2% | -9.9% | -9.6% |
| YTD | +16.0% | +11.5% | +4.5% | +7.2% |
| 1Y | +16.2% | +13.5% | +2.7% | +6.1% |
| 3Y | +47.6% | +78.0% | -30.5% | -1.3% |
| 5Y | +12.3% | +73.1% | -60.8% | -24.5% |
| 10Y | +62.4% | +310.9% | -248.5% | -38.4% |
| All | +422.8% | +812.4% | -389.6% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling