+1,907.2%
CVS vs FITB
+2,855.6%
-948.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.0% | +0.6% | +3.3% | +3.8% |
| 30D | -2.4% | -4.7% | +2.3% | -1.6% |
| 3M | +2.7% | +6.7% | -4.0% | +1.5% |
| 6M | +21.9% | +12.6% | +9.3% | +19.1% |
| YTD | +24.7% | +19.1% | +5.6% | +20.5% |
| 1Y | +35.4% | +22.6% | +12.8% | +30.0% |
| 3Y | +65.2% | +127.1% | -61.9% | +41.0% |
| 5Y | +30.5% | +71.8% | -41.3% | +15.3% |
| 10Y | +40.4% | +287.2% | -246.8% | +4.4% |
| All | +1,907.2% | +2,855.6% | -948.4% | +749.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling