+81.7%
SPY vs CVS
+31.0%
+50.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | -0.4% | -1.9% | +1.5% | -0.1% |
| 30D | -1.4% | -0.3% | -1.1% | -1.4% |
| 3M | +3.7% | -1.1% | +4.8% | +3.7% |
| 6M | +13.0% | +23.7% | -10.7% | +9.0% |
| YTD | +12.4% | +23.0% | -10.6% | +8.1% |
| 1Y | +18.5% | +37.2% | -18.6% | +11.8% |
| 3Y | +77.6% | +62.4% | +15.2% | +58.5% |
| 5Y | +81.7% | +31.8% | +49.9% | +74.7% |
| All | +81.7% | +31.0% | +50.6% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling