+9.5%
CVS vs FGI
-70.4%
+79.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -0.5% |
| 7D | +4.0% | +0.5% | +3.4% | +3.9% |
| 30D | -2.4% | +65.4% | -67.8% | -2.9% |
| 3M | +2.7% | +23.5% | -20.8% | +2.2% |
| 6M | +21.9% | +60.5% | -38.7% | +20.7% |
| YTD | +24.7% | +30.0% | -5.3% | +23.7% |
| 1Y | +35.4% | +82.1% | -46.6% | +33.1% |
| 3Y | +65.2% | -4.4% | +69.6% | +62.4% |
| All | +9.5% | -70.4% | +79.9% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling