+37.2%
CVS vs FFIV
+26.5%
+10.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -0.9% |
| 7D | -1.9% | +3.5% | -5.4% | -2.1% |
| 30D | -0.3% | -1.3% | +1.0% | -0.3% |
| 3M | -1.1% | +2.4% | -3.5% | -1.4% |
| 6M | +23.7% | +41.8% | -18.1% | +19.7% |
| YTD | +23.0% | +58.5% | -35.5% | +17.6% |
| 1Y | +37.2% | +24.3% | +12.8% | +29.3% |
| All | +37.2% | +26.5% | +10.7% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling