+40.5%
CVS vs FIVE
+475.1%
-434.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -1.6% | +3.7% | -5.2% | -2.0% |
| 30D | +0.4% | +4.0% | -3.6% | -0.1% |
| 3M | -0.4% | +36.2% | -36.7% | -4.2% |
| 6M | +25.1% | +18.0% | +7.1% | +21.7% |
| YTD | +23.9% | +34.9% | -11.0% | +18.4% |
| 1Y | +41.1% | +67.9% | -26.8% | +30.7% |
| 3Y | +63.6% | +57.3% | +6.3% | +49.4% |
| 5Y | +31.5% | +39.5% | -8.0% | +19.0% |
| 10Y | +40.5% | +496.4% | -455.9% | -3.1% |
| All | +40.5% | +475.1% | -434.6% | -3.1% |
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