+3,047.6%
SPY vs CVS
+1,404.3%
+1,643.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +3.3% | +10.4% | -7.1% | +0.7% |
| 30D | -2.7% | +3.3% | -6.0% | -4.0% |
| 3M | -1.7% | -4.5% | +2.8% | -1.2% |
| 6M | +3.1% | -4.4% | +7.5% | +3.3% |
| YTD | +11.9% | +16.6% | -4.7% | +5.5% |
| 1Y | +12.0% | +15.3% | -3.3% | +5.8% |
| 3Y | +78.2% | +48.6% | +29.6% | +51.9% |
| 5Y | +73.2% | +12.9% | +60.4% | +58.0% |
| 10Y | +309.6% | +63.2% | +246.5% | +226.5% |
| All | +3,047.6% | +1,404.3% | +1,643.3% | +1,297.7% |
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