+43.0%
CVS vs FITB
+136.2%
-93.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.2% |
| 7D | -3.7% | -1.1% | -2.6% | -3.5% |
| 30D | -0.3% | +7.3% | -7.7% | -1.9% |
| 3M | -10.3% | -4.0% | -6.3% | -9.7% |
| 6M | -4.6% | +11.9% | -16.5% | -6.9% |
| YTD | +10.7% | +19.0% | -8.3% | +6.1% |
| 1Y | +11.2% | +31.0% | -19.8% | +4.4% |
| 3Y | +43.0% | +143.8% | -100.8% | +30.9% |
| All | +43.0% | +136.2% | -93.1% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling