+40.0%
CVS vs FLR
+19.7%
+20.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -2.2% | -3.5% | +1.3% | -1.8% |
| 30D | -0.1% | +4.2% | -4.2% | -0.5% |
| 3M | -5.2% | +8.1% | -13.3% | -6.2% |
| 6M | +26.9% | +21.5% | +5.4% | +23.6% |
| YTD | +22.1% | +36.8% | -14.7% | +17.3% |
| 1Y | +30.8% | +31.2% | -0.4% | +25.9% |
| 3Y | +54.4% | +53.9% | +0.5% | +43.3% |
| 5Y | +33.4% | +243.0% | -209.7% | +12.5% |
| All | +40.0% | +19.7% | +20.3% | +34.7% |
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