+21.9%
CVS vs FDX
+5.1%
+16.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +4.0% | -2.5% | +6.5% | +4.6% |
| 30D | -2.4% | +3.8% | -6.2% | -3.5% |
| 3M | +2.7% | -1.3% | +4.0% | +2.7% |
| 6M | +21.9% | +5.0% | +16.9% | +18.9% |
| All | +21.9% | +5.1% | +16.8% | +18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling