+40.5%
CVS vs FIX
+5,976.4%
-5,935.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.0% |
| 7D | -1.6% | +6.1% | -7.6% | -2.4% |
| 30D | +0.4% | -2.7% | +3.1% | +0.6% |
| 3M | -0.4% | -10.9% | +10.5% | +0.4% |
| 6M | +25.1% | +29.0% | -3.9% | +18.7% |
| YTD | +23.9% | +76.9% | -53.0% | +11.4% |
| 1Y | +41.1% | +130.7% | -89.7% | +20.8% |
| 3Y | +63.6% | +790.7% | -727.0% | +1.3% |
| 5Y | +31.5% | +2,185.6% | -2,154.0% | -37.1% |
| 10Y | +40.5% | +5,993.3% | -5,952.8% | -44.8% |
| All | +40.5% | +5,976.4% | -5,935.9% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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