+1,760.0%
CVS vs FDX
+4,209.7%
-2,449.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.4% |
| 7D | -2.6% | +0.5% | -3.1% | -2.9% |
| 30D | +4.0% | +9.5% | -5.5% | +1.5% |
| 3M | -6.3% | -1.3% | -5.0% | -6.3% |
| 6M | -0.4% | +5.5% | -5.9% | -2.2% |
| YTD | +15.6% | +38.9% | -23.3% | +5.8% |
| 1Y | +18.3% | +58.8% | -40.5% | +4.8% |
| 3Y | +47.3% | +71.1% | -23.9% | +25.1% |
| 5Y | +13.2% | +76.3% | -63.1% | -7.2% |
| 10Y | +57.2% | +153.4% | -96.2% | +11.9% |
| All | +1,760.0% | +4,209.7% | -2,449.6% | +537.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling