+34.2%
CVS vs FISV
-57.7%
+91.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -2.0% | -7.2% | +5.2% | -1.1% |
| 30D | +1.9% | -7.2% | +9.1% | +2.7% |
| 3M | -2.2% | -8.2% | +6.0% | -1.4% |
| 6M | +26.7% | -17.7% | +44.4% | +29.1% |
| YTD | +22.9% | -27.2% | +50.0% | +27.1% |
| 1Y | +32.9% | -63.0% | +95.9% | +48.7% |
| 3Y | +62.3% | -59.8% | +122.0% | +68.9% |
| 5Y | +34.2% | -55.8% | +90.0% | +32.6% |
| All | +34.2% | -57.7% | +91.9% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 5y: compounded portfolio wealth divided by compounded FISV 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…
5y analysis · Full analysis span regression · 6 months rolling