+1,907.2%
CVS vs FDX
+4,233.7%
-2,326.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 3M | +2.7% | -1.3% | +4.0% | +2.8% |
| 6M | +21.9% | +5.0% | +16.9% | +19.9% |
| YTD | +24.7% | +39.6% | -14.9% | +14.3% |
| 1Y | +35.4% | +81.1% | -45.7% | +16.4% |
| 3Y | +65.2% | +63.0% | +2.1% | +42.2% |
| 5Y | +30.5% | +65.6% | -35.1% | +8.8% |
| 10Y | +40.4% | +183.4% | -143.0% | -2.6% |
| All | +1,907.2% | +4,233.7% | -2,326.5% | +588.3% |
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