+37.2%
CVS vs FICO
+512.2%
-475.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | -7.1% | -0.9% | -6.2% | -6.9% |
| 30D | -4.0% | +3.3% | -7.3% | -4.5% |
| 3M | -12.2% | -31.7% | +19.5% | -9.0% |
| 6M | -2.2% | -34.0% | +31.8% | +1.0% |
| YTD | +8.9% | -58.3% | +67.2% | +19.3% |
| 1Y | +9.9% | -57.9% | +67.8% | +20.2% |
| 3Y | +32.1% | -24.1% | +56.2% | +26.1% |
| 5Y | +5.7% | +85.3% | -79.6% | -18.8% |
| All | +37.2% | +512.2% | -475.0% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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