+63.6%
CVS vs FFIV
+141.9%
-78.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.6% | -1.5% | 0.0% | -1.5% |
| 30D | +0.4% | -2.7% | +3.0% | +0.5% |
| 3M | -0.4% | -1.7% | +1.2% | -0.5% |
| 6M | +25.1% | +36.1% | -11.0% | +21.4% |
| YTD | +23.9% | +52.6% | -28.8% | +18.8% |
| 1Y | +41.1% | +21.5% | +19.6% | +37.0% |
| 3Y | +63.6% | +142.7% | -79.1% | +51.0% |
| All | +63.6% | +141.9% | -78.3% | +51.0% |
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