+1,028.6%
CVS vs FIX
+8,533.7%
-7,505.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.5% |
| 7D | -2.6% | -13.9% | +11.3% | -0.8% |
| 30D | +4.0% | -35.5% | +39.6% | +9.5% |
| 3M | -6.3% | -33.9% | +27.6% | -2.0% |
| 6M | -0.4% | -43.3% | +42.9% | +5.6% |
| YTD | +15.6% | +18.7% | -3.1% | +10.3% |
| 1Y | +18.3% | +13.8% | +4.6% | +13.3% |
| 3Y | +47.3% | +495.0% | -447.7% | +7.7% |
| 5Y | +13.2% | +1,049.0% | -1,035.9% | -25.9% |
| 10Y | +57.2% | +3,644.4% | -3,587.2% | -15.3% |
| All | +1,028.6% | +8,533.7% | -7,505.1% | +368.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling