+1,652.2%
CVS vs FITB
+2,780.8%
-1,128.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | -7.1% | -1.5% | -5.6% | -6.9% |
| 30D | -4.0% | +5.8% | -9.8% | -5.0% |
| 3M | -12.2% | -6.1% | -6.1% | -11.4% |
| 6M | -2.2% | +5.9% | -8.1% | -3.4% |
| YTD | +8.9% | +16.1% | -7.2% | +5.6% |
| 1Y | +9.9% | +28.8% | -19.0% | +4.5% |
| 3Y | +32.1% | +126.0% | -93.9% | +12.9% |
| 5Y | +5.7% | +45.3% | -39.6% | -4.0% |
| 10Y | +39.0% | +255.4% | -216.4% | +4.7% |
| All | +1,652.2% | +2,780.8% | -1,128.6% | +644.1% |
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