+40.5%
CVS vs FE
+113.1%
-72.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | +0.4% | -2.1% | +2.5% | +1.1% |
| 3M | -0.4% | +2.6% | -3.1% | -1.2% |
| 6M | +25.1% | -6.8% | +31.9% | +27.7% |
| YTD | +23.9% | +6.9% | +17.0% | +21.0% |
| 1Y | +41.1% | +11.6% | +29.5% | +35.9% |
| 3Y | +63.6% | +47.7% | +15.9% | +42.2% |
| 5Y | +31.5% | +46.2% | -14.7% | +14.1% |
| 10Y | +40.5% | +109.2% | -68.7% | +15.5% |
| All | +40.5% | +113.1% | -72.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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