+173.4%
CVS vs FIVE
+874.1%
-700.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -3.9% | +1.1% |
| 7D | -3.7% | +6.2% | -9.9% | -4.5% |
| 30D | -0.3% | +18.2% | -18.5% | -2.4% |
| 3M | -10.3% | +3.8% | -14.1% | -10.9% |
| 6M | -4.6% | +13.7% | -18.3% | -6.6% |
| YTD | +10.7% | +34.7% | -24.0% | +5.8% |
| 1Y | +11.2% | +66.6% | -55.4% | +3.6% |
| 3Y | +43.0% | +44.3% | -1.3% | +32.2% |
| 5Y | +8.6% | +18.8% | -10.1% | +0.9% |
| 10Y | +52.0% | +569.2% | -517.2% | +6.9% |
| All | +173.4% | +874.1% | -700.7% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling