+21.9%
CVS vs FGI
+60.7%
-38.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -0.5% |
| 7D | +4.0% | +0.5% | +3.4% | +4.0% |
| 30D | -2.4% | +65.4% | -67.8% | -2.3% |
| 3M | +2.7% | +23.5% | -20.8% | +2.6% |
| 6M | +21.9% | +60.5% | -38.7% | +21.6% |
| All | +21.9% | +60.7% | -38.9% | +21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling