+32.1%
CVS vs FIVE
+34.8%
-2.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | -7.1% | -0.3% | -6.8% | -7.1% |
| 30D | -4.0% | +17.7% | -21.6% | -4.0% |
| 3M | -12.2% | +4.0% | -16.2% | -12.2% |
| 6M | -2.2% | +2.6% | -4.8% | -2.1% |
| YTD | +8.9% | +27.6% | -18.7% | +8.6% |
| 1Y | +9.9% | +59.9% | -50.1% | +9.3% |
| 3Y | +32.1% | +35.8% | -3.7% | +38.0% |
| All | +32.1% | +34.8% | -2.8% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling