+31.9%
CVS vs FIX
+2,061.9%
-2,030.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | +4.0% | +6.0% | -2.1% | +3.6% |
| 30D | -2.4% | -7.2% | +4.8% | -2.1% |
| 3M | +2.7% | -15.9% | +18.5% | +3.3% |
| 6M | +21.9% | +12.7% | +9.1% | +20.3% |
| YTD | +24.7% | +72.8% | -48.0% | +19.8% |
| 1Y | +35.4% | +122.9% | -87.4% | +27.8% |
| 3Y | +65.2% | +774.3% | -709.1% | +32.3% |
| All | +31.9% | +2,061.9% | -2,030.0% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling