+40.0%
CVS vs FANG
+182.5%
-142.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -2.2% | +2.9% | -5.0% | -2.5% |
| 30D | -0.1% | +2.6% | -2.7% | -0.4% |
| 3M | -5.2% | +7.6% | -12.8% | -6.1% |
| 6M | +26.9% | +17.3% | +9.6% | +24.1% |
| YTD | +22.1% | +38.7% | -16.6% | +16.9% |
| 1Y | +30.8% | +51.6% | -20.9% | +23.7% |
| 3Y | +54.4% | +50.0% | +4.4% | +44.7% |
| 5Y | +33.4% | +237.6% | -204.2% | +12.0% |
| All | +40.0% | +182.5% | -142.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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