+543.0%
CVS vs FIS
+374.5%
+168.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +4.0% | +1.1% | +2.9% | +3.6% |
| 30D | -2.4% | -2.2% | -0.2% | -1.9% |
| 3M | +2.7% | +2.1% | +0.5% | +1.6% |
| 6M | +21.9% | -14.7% | +36.5% | +25.9% |
| YTD | +24.7% | -35.7% | +60.5% | +39.1% |
| 1Y | +35.4% | -37.1% | +72.5% | +51.6% |
| 3Y | +65.2% | -20.0% | +85.2% | +68.5% |
| 5Y | +30.5% | -62.1% | +92.7% | +59.5% |
| 10Y | +40.4% | -37.4% | +77.8% | +43.1% |
| All | +543.0% | +374.5% | +168.5% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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