+47.3%
CVS vs FFIV
+102.8%
-55.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | -2.6% | -4.2% | +1.6% | -2.4% |
| 30D | +4.0% | -33.9% | +37.9% | +6.2% |
| 3M | -6.3% | -22.6% | +16.3% | -5.4% |
| 6M | -0.4% | -10.4% | +10.0% | -0.8% |
| YTD | +15.6% | +24.3% | -8.7% | +11.6% |
| 1Y | +18.3% | +31.8% | -13.5% | +13.6% |
| 3Y | +47.3% | +99.5% | -52.2% | +44.5% |
| All | +47.3% | +102.8% | -55.6% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling