+32.9%
CVS vs FITB
+24.5%
+8.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -2.0% | -1.0% | -1.0% | -1.9% |
| 30D | +1.9% | -5.5% | +7.4% | +2.7% |
| 3M | -2.2% | +4.1% | -6.3% | -2.4% |
| 6M | +26.7% | +18.7% | +8.0% | +25.0% |
| YTD | +22.9% | +18.2% | +4.7% | +20.7% |
| 1Y | +32.9% | +23.7% | +9.3% | +30.9% |
| All | +32.9% | +24.5% | +8.4% | +30.9% |
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