+14.8%
SPY vs CVS
+5.1%
+9.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -12.5% | +14.2% | +1.6% |
| 7D | -0.7% | -11.1% | +10.4% | -0.8% |
| 30D | -1.0% | -7.4% | +6.4% | -1.2% |
| 3M | -0.3% | -22.9% | +22.5% | -0.1% |
| 6M | +7.3% | -1.2% | +8.5% | +6.8% |
| YTD | +13.3% | +3.9% | +9.5% | +11.9% |
| 1Y | +14.8% | +5.6% | +9.2% | +13.3% |
| All | +14.8% | +5.1% | +9.7% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 1y: compounded portfolio wealth divided by compounded CVS 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…
1y analysis · Full analysis span regression · 6 months rolling