+41.0%
CVS vs FDX
+182.3%
-141.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -2.0% | -3.9% | +1.9% | -1.0% |
| 30D | +1.9% | -3.3% | +5.2% | +2.7% |
| 3M | -2.2% | -2.0% | -0.2% | -1.9% |
| 6M | +26.7% | +8.0% | +18.7% | +23.7% |
| YTD | +22.9% | +35.0% | -12.1% | +13.3% |
| 1Y | +32.9% | +73.7% | -40.8% | +15.0% |
| 3Y | +62.3% | +61.6% | +0.7% | +39.4% |
| 5Y | +34.2% | +65.4% | -31.1% | +11.4% |
| All | +41.0% | +182.3% | -141.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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