+9.9%
CVS vs FIX
+3.4%
+6.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.4% | -2.3% | +2.8% |
| 7D | -7.1% | -17.5% | +10.4% | -5.9% |
| 30D | -4.0% | -41.6% | +37.6% | -2.6% |
| 3M | -12.2% | -40.6% | +28.4% | -11.1% |
| 6M | -2.2% | -49.4% | +47.2% | -0.4% |
| YTD | +8.9% | +9.2% | -0.3% | +4.6% |
| 1Y | +9.9% | +6.5% | +3.4% | +5.7% |
| All | +9.9% | +3.4% | +6.5% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling