+13.0%
CVS vs FIVE
+16.7%
-3.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +6.6% | +2.7% | +3.9% | +6.4% |
| 30D | -0.4% | +12.7% | -13.1% | -1.0% |
| 3M | -5.3% | +2.1% | -7.3% | -5.4% |
| 6M | -7.7% | +17.5% | -25.2% | -8.7% |
| YTD | +16.0% | +31.0% | -14.9% | +13.9% |
| 1Y | +16.2% | +67.7% | -51.5% | +12.5% |
| 3Y | +47.6% | +43.4% | +4.2% | +47.0% |
| All | +13.0% | +16.7% | -3.8% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling