+3,094.0%
SPY vs CVS
+1,509.2%
+1,584.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.1% | +4.0% | -3.8% | -0.9% |
| 30D | +0.1% | -2.4% | +2.5% | +0.6% |
| 3M | +2.0% | +2.7% | -0.7% | +1.0% |
| 6M | +13.0% | +21.9% | -8.9% | +6.5% |
| YTD | +13.5% | +24.7% | -11.2% | +5.8% |
| 1Y | +20.0% | +35.4% | -15.5% | +9.0% |
| 3Y | +77.2% | +65.2% | +12.0% | +47.5% |
| 5Y | +81.9% | +30.5% | +51.3% | +60.2% |
| 10Y | +314.1% | +40.4% | +273.7% | +244.4% |
| All | +3,094.0% | +1,509.2% | +1,584.8% | +1,301.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling