+898.7%
CVS vs FE
+561.4%
+337.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +4.0% | +1.9% | +2.0% | +3.4% |
| 30D | -2.4% | -1.2% | -1.2% | -2.1% |
| 3M | +2.7% | +3.5% | -0.8% | +1.6% |
| 6M | +21.9% | -6.1% | +27.9% | +24.0% |
| YTD | +24.7% | +7.6% | +17.1% | +21.7% |
| 1Y | +35.4% | +11.9% | +23.5% | +30.6% |
| 3Y | +65.2% | +48.4% | +16.8% | +44.9% |
| 5Y | +30.5% | +44.8% | -14.2% | +14.8% |
| 10Y | +40.4% | +115.9% | -75.5% | +6.3% |
| All | +898.7% | +561.4% | +337.3% | +418.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling