+1,117.9%
CVS vs FIX
+12,471.5%
-11,353.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | +4.0% | +6.0% | -2.1% | +3.2% |
| 30D | -2.4% | -7.2% | +4.8% | -1.6% |
| 3M | +2.7% | -15.9% | +18.5% | +4.2% |
| 6M | +21.9% | +12.7% | +9.1% | +18.5% |
| YTD | +24.7% | +72.8% | -48.0% | +14.2% |
| 1Y | +35.4% | +122.9% | -87.4% | +19.2% |
| 3Y | +65.2% | +774.3% | -709.1% | +15.5% |
| 5Y | +30.5% | +2,049.5% | -2,018.9% | -20.9% |
| 10Y | +40.4% | +5,821.5% | -5,781.1% | -28.3% |
| All | +1,117.9% | +12,471.5% | -11,353.6% | +385.4% |
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 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