+41.9%
CVS vs FITB
+282.4%
-240.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -0.3% | -5.1% | +4.8% | +1.1% |
| 3M | -1.1% | +3.5% | -4.7% | -2.1% |
| 6M | +23.7% | +17.2% | +6.5% | +18.1% |
| YTD | +23.0% | +17.6% | +5.4% | +16.9% |
| 1Y | +37.2% | +23.4% | +13.8% | +28.3% |
| 3Y | +62.4% | +129.7% | -67.3% | +25.4% |
| 5Y | +31.8% | +68.4% | -36.6% | +8.1% |
| 10Y | +41.9% | +285.6% | -243.7% | -15.4% |
| All | +41.9% | +282.4% | -240.5% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling