+1,893.3%
CVS vs FISV
+10,554.3%
-8,661.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.2% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | +0.4% | -3.0% | +3.3% | +0.9% |
| 3M | -0.4% | -3.5% | +3.1% | -0.2% |
| 6M | +25.1% | -19.4% | +44.5% | +29.7% |
| YTD | +23.9% | -24.3% | +48.2% | +29.6% |
| 1Y | +41.1% | -62.4% | +103.5% | +66.2% |
| 3Y | +63.6% | -58.2% | +121.8% | +84.2% |
| 5Y | +31.5% | -56.5% | +88.1% | +44.7% |
| 10Y | +40.5% | -0.5% | +41.0% | +26.7% |
| All | +1,893.3% | +10,554.3% | -8,661.0% | +729.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling