+13.0%
CVS vs FE
+47.0%
-34.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +6.6% | +1.2% | +5.3% | +6.2% |
| 30D | -0.4% | +4.5% | -5.0% | -1.8% |
| 3M | -5.3% | +1.3% | -6.6% | -5.7% |
| 6M | -7.7% | +8.7% | -16.4% | -10.0% |
| YTD | +16.0% | +9.2% | +6.8% | +12.7% |
| 1Y | +16.2% | +7.0% | +9.2% | +13.6% |
| 3Y | +47.6% | +51.4% | -3.8% | +24.8% |
| All | +13.0% | +47.0% | -34.1% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling