+60.4%
CVS vs FLR
+7.4%
+53.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +6.6% | +5.4% | +1.2% | +6.0% |
| 30D | -0.4% | +2.8% | -3.3% | -0.8% |
| 3M | -5.3% | -6.4% | +1.1% | -4.9% |
| 6M | -7.7% | +8.8% | -16.5% | -9.0% |
| YTD | +16.0% | +23.6% | -7.5% | +12.4% |
| 1Y | +16.2% | +13.8% | +2.4% | +13.4% |
| 3Y | +47.6% | +36.5% | +11.1% | +38.4% |
| 5Y | +12.3% | +119.3% | -107.0% | -1.0% |
| All | +60.4% | +7.4% | +53.1% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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