+462.0%
CVS vs SPYM
+829.4%
-367.4%
-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 | +4.0% | +0.1% | +3.8% | +3.9% |
| 30D | -2.4% | +0.1% | -2.5% | -2.5% |
| 3M | +2.7% | +2.0% | +0.6% | +1.1% |
| 6M | +21.9% | +13.1% | +8.8% | +12.3% |
| YTD | +24.7% | +13.6% | +11.1% | +14.3% |
| 1Y | +35.4% | +20.1% | +15.4% | +19.7% |
| 3Y | +65.2% | +77.6% | -12.4% | +11.2% |
| 5Y | +30.5% | +82.5% | -52.0% | -14.9% |
| 10Y | +40.4% | +317.6% | -277.2% | -47.1% |
| All | +462.0% | +829.4% | -367.4% | +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 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