+63.6%
CVS vs FDS
-30.4%
+94.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.5% |
| 7D | -1.6% | -5.4% | +3.8% | -1.3% |
| 30D | +0.4% | +1.6% | -1.2% | +0.3% |
| 3M | -0.4% | +17.7% | -18.2% | -1.4% |
| 6M | +25.1% | +29.1% | -3.9% | +23.0% |
| YTD | +23.9% | +1.0% | +22.9% | +26.7% |
| 1Y | +41.1% | -21.6% | +62.7% | +49.6% |
| 3Y | +63.6% | -30.1% | +93.7% | +80.2% |
| All | +63.6% | -30.4% | +94.1% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling