+41.9%
CVS vs FFIV
+239.4%
-197.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.5% |
| 7D | -1.9% | +3.5% | -5.4% | -2.6% |
| 30D | -0.3% | -1.3% | +1.0% | -0.2% |
| 3M | -1.1% | +2.4% | -3.5% | -2.0% |
| 6M | +23.7% | +41.8% | -18.1% | +13.8% |
| YTD | +23.0% | +58.5% | -35.5% | +9.9% |
| 1Y | +37.2% | +24.3% | +12.8% | +28.8% |
| 3Y | +62.4% | +152.0% | -89.6% | +25.7% |
| 5Y | +31.8% | +99.1% | -67.3% | +6.1% |
| 10Y | +41.9% | +242.8% | -200.9% | -1.6% |
| All | +41.9% | +239.4% | -197.5% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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