+307.8%
SPY vs CVS
+63.8%
+244.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +2.6% | +6.6% | -4.0% | +1.1% |
| 30D | -2.0% | -0.4% | -1.5% | -2.3% |
| 3M | -2.8% | -5.3% | +2.5% | -2.1% |
| 6M | +2.1% | -7.7% | +9.8% | +3.3% |
| YTD | +11.5% | +16.0% | -4.6% | +5.4% |
| 1Y | +13.5% | +16.2% | -2.8% | +7.1% |
| 3Y | +77.7% | +47.6% | +30.1% | +51.9% |
| 5Y | +72.6% | +12.3% | +60.3% | +60.7% |
| All | +307.8% | +63.8% | +244.1% | +216.2% |
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