+311.2%
SPY vs CVS
+42.0%
+269.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.0% | -2.0% | 0.0% | -1.5% |
| 30D | -1.7% | +1.9% | -3.6% | -2.2% |
| 3M | +4.7% | -2.2% | +6.9% | +5.0% |
| 6M | +12.5% | +26.7% | -14.2% | +5.4% |
| YTD | +11.7% | +22.9% | -11.2% | +4.8% |
| 1Y | +17.5% | +32.9% | -15.4% | +7.8% |
| 3Y | +76.6% | +62.3% | +14.3% | +48.0% |
| 5Y | +82.0% | +34.2% | +47.8% | +61.1% |
| All | +311.2% | +42.0% | +269.3% | +229.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling