+1,599.5%
CVS vs FICO
+78,963.7%
-77,364.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | -10.0% | -0.3% | -9.7% | -9.9% |
| 30D | -5.2% | +1.7% | -6.9% | -5.5% |
| 3M | -17.4% | -35.2% | +17.8% | -14.4% |
| 6M | +2.1% | -33.7% | +35.8% | +5.0% |
| YTD | +5.6% | -58.2% | +63.8% | +13.3% |
| 1Y | +6.7% | -56.6% | +63.3% | +14.0% |
| 3Y | +29.6% | -24.0% | +53.6% | +27.9% |
| 5Y | +2.5% | +86.1% | -83.6% | -10.0% |
| 10Y | +34.8% | +522.8% | -488.0% | +2.5% |
| All | +1,599.5% | +78,963.7% | -77,364.2% | +935.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling