+41.1%
CVS vs FDS
+77.2%
-36.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.1% |
| 7D | -1.9% | -8.8% | +6.9% | +0.2% |
| 30D | -0.3% | -1.4% | +1.1% | -0.2% |
| 3M | -1.1% | +13.9% | -15.0% | -5.0% |
| 6M | +23.7% | +27.4% | -3.7% | +14.1% |
| YTD | +23.0% | -2.5% | +25.5% | +22.2% |
| 1Y | +37.2% | -23.8% | +60.9% | +46.0% |
| 3Y | +62.4% | -32.5% | +94.9% | +77.2% |
| 5Y | +31.8% | -23.2% | +55.0% | +34.4% |
| All | +41.1% | +77.2% | -36.1% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling