+75.2%
SPY vs CVS
+14.2%
+61.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -0.9% | +12.0% | -12.9% | -2.3% |
| 30D | -2.4% | +2.8% | -5.1% | -2.9% |
| 3M | -1.2% | -3.6% | +2.4% | -1.0% |
| 6M | +3.3% | -1.6% | +4.9% | +3.0% |
| YTD | +12.3% | +16.3% | -4.0% | +8.6% |
| 1Y | +12.4% | +15.5% | -3.1% | +8.8% |
| 3Y | +78.8% | +48.1% | +30.7% | +62.7% |
| 5Y | +75.2% | +12.3% | +62.9% | +76.2% |
| All | +75.2% | +14.2% | +61.0% | +76.2% |
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 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