+2.4%
CVS vs FGI
-66.3%
+68.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | +0.3% |
| 7D | +10.4% | +13.5% | -3.1% | +10.3% |
| 30D | +3.3% | +17.1% | -13.8% | +3.2% |
| 3M | -4.5% | +78.0% | -82.5% | -5.1% |
| 6M | -4.4% | +46.4% | -50.8% | -4.9% |
| YTD | +16.6% | +47.7% | -31.1% | +15.6% |
| 1Y | +15.3% | +56.8% | -41.5% | +14.1% |
| 3Y | +48.6% | +12.3% | +36.3% | +45.9% |
| All | +2.4% | -66.3% | +68.7% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling