+1,581.0%
CVS vs FDS
+10,549.7%
-8,968.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.2% | 0.0% |
| 7D | +12.0% | -2.1% | +14.1% | +12.4% |
| 30D | +2.8% | +16.0% | -13.2% | -0.5% |
| 3M | -3.6% | +18.8% | -22.4% | -7.4% |
| 6M | -1.6% | +54.1% | -55.7% | -11.2% |
| YTD | +16.3% | +17.0% | -0.7% | +10.0% |
| 1Y | +15.5% | +25.5% | -10.0% | +7.5% |
| 3Y | +48.1% | -23.3% | +71.4% | +51.3% |
| 5Y | +12.3% | -22.6% | +34.9% | +13.4% |
| 10Y | +62.7% | +130.2% | -67.5% | +29.8% |
| All | +1,581.0% | +10,549.7% | -8,968.8% | +589.4% |
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