+43.0%
CVS vs FICO
-19.7%
+62.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.1% | +1.5% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -0.3% | +8.4% | -8.8% | -0.6% |
| 3M | -10.3% | -30.5% | +20.2% | -9.5% |
| 6M | -4.6% | -35.7% | +31.1% | -3.7% |
| YTD | +10.7% | -57.2% | +67.9% | +13.9% |
| 1Y | +11.2% | -58.4% | +69.6% | +14.5% |
| 3Y | +43.0% | -24.8% | +67.8% | +55.9% |
| All | +43.0% | -19.7% | +62.7% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling