+1,760.0%
CVS vs FITB
+2,843.2%
-1,083.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | -2.6% | +0.5% | -3.1% | -2.8% |
| 30D | +4.0% | +7.0% | -3.0% | +2.7% |
| 3M | -6.3% | -4.4% | -1.9% | -5.7% |
| 6M | -0.4% | +11.6% | -11.9% | -2.5% |
| YTD | +15.6% | +18.6% | -3.0% | +11.7% |
| 1Y | +18.3% | +29.8% | -11.5% | +12.4% |
| 3Y | +47.3% | +140.7% | -93.4% | +24.5% |
| 5Y | +13.2% | +48.6% | -35.4% | +2.4% |
| 10Y | +57.2% | +224.4% | -167.2% | +20.0% |
| All | +1,760.0% | +2,843.2% | -1,083.2% | +686.9% |
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 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