+60.4%
CVS vs FIVE
+504.2%
-443.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +6.6% | +2.7% | +3.9% | +6.2% |
| 30D | -0.4% | +12.7% | -13.1% | -2.0% |
| 3M | -5.3% | +2.1% | -7.3% | -5.8% |
| 6M | -7.7% | +17.5% | -25.2% | -10.1% |
| YTD | +16.0% | +31.0% | -14.9% | +11.0% |
| 1Y | +16.2% | +67.7% | -51.5% | +7.7% |
| 3Y | +47.6% | +43.4% | +4.2% | +36.6% |
| 5Y | +12.3% | +18.1% | -5.8% | +4.7% |
| All | +60.4% | +504.2% | -443.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling