+41.0%
CVS vs FDS
+66.9%
-25.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | +1.3% |
| 7D | -2.0% | -16.0% | +14.0% | +2.0% |
| 30D | +1.9% | -6.7% | +8.6% | +3.3% |
| 3M | -2.2% | +6.0% | -8.1% | -4.4% |
| 6M | +26.7% | +25.1% | +1.6% | +17.0% |
| YTD | +22.9% | -8.1% | +31.0% | +23.7% |
| 1Y | +32.9% | -26.0% | +58.9% | +42.1% |
| 3Y | +62.3% | -36.4% | +98.7% | +79.4% |
| 5Y | +34.2% | -27.7% | +62.0% | +38.8% |
| All | +41.0% | +66.9% | -25.9% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling