+6.7%
CVS vs FITB
+31.2%
-24.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.0% |
| 7D | -10.0% | -1.8% | -8.1% | -9.8% |
| 30D | -5.2% | +4.8% | -10.0% | -6.2% |
| 3M | -17.4% | -6.4% | -10.9% | -16.7% |
| 6M | +2.1% | +7.9% | -5.8% | +1.4% |
| YTD | +5.6% | +17.0% | -11.4% | +2.0% |
| 1Y | +6.7% | +29.9% | -23.2% | +3.0% |
| All | +6.7% | +31.2% | -24.5% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling