+529.0%
CVS vs FFIV
+7,518.9%
-6,989.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.5% |
| 7D | +4.0% | -1.0% | +4.9% | +4.0% |
| 30D | -2.4% | -5.1% | +2.7% | -2.2% |
| 3M | +2.7% | -4.5% | +7.1% | +2.8% |
| 6M | +21.9% | +36.5% | -14.6% | +19.7% |
| YTD | +24.7% | +53.0% | -28.2% | +21.7% |
| 1Y | +35.4% | +24.2% | +11.2% | +33.5% |
| 3Y | +65.2% | +137.2% | -72.0% | +56.9% |
| 5Y | +30.5% | +91.8% | -61.2% | +24.9% |
| 10Y | +40.4% | +215.2% | -174.8% | +30.7% |
| All | +529.0% | +7,518.9% | -6,989.9% | +439.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling