+2.1%
CVS vs FGI
-68.3%
+70.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | +0.5% |
| 7D | +12.0% | +6.9% | +5.1% | +11.9% |
| 30D | +2.8% | +3.9% | -1.2% | +2.7% |
| 3M | -3.6% | +74.3% | -77.9% | -4.1% |
| 6M | -1.6% | +28.9% | -30.6% | -2.1% |
| YTD | +16.3% | +39.1% | -22.9% | +15.3% |
| 1Y | +15.5% | +49.3% | -33.8% | +14.3% |
| 3Y | +48.1% | +5.7% | +42.4% | +45.5% |
| All | +2.1% | -68.3% | +70.4% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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