+1,703.6%
CVS vs FDS
+9,502.8%
-7,799.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.2% |
| 7D | +4.0% | -1.9% | +5.9% | +4.3% |
| 30D | -2.4% | +9.0% | -11.4% | -4.2% |
| 3M | +2.7% | +18.9% | -16.2% | -1.5% |
| 6M | +21.9% | +35.1% | -13.3% | +12.9% |
| YTD | +24.7% | +5.5% | +19.3% | +21.1% |
| 1Y | +35.4% | -16.8% | +52.3% | +37.5% |
| 3Y | +65.2% | -28.1% | +93.2% | +71.6% |
| 5Y | +30.5% | -17.4% | +48.0% | +30.5% |
| 10Y | +40.4% | +85.4% | -45.1% | +17.3% |
| All | +1,703.6% | +9,502.8% | -7,799.2% | +658.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling