+34.4%
CVS vs FLR
+238.5%
-204.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.5% |
| 7D | -1.9% | -3.1% | +1.2% | -1.7% |
| 30D | -0.3% | +4.9% | -5.2% | -0.7% |
| 3M | -1.1% | +10.8% | -11.9% | -2.2% |
| 6M | +23.7% | +19.7% | +4.0% | +21.0% |
| YTD | +23.0% | +38.4% | -15.4% | +18.4% |
| 1Y | +37.2% | +34.7% | +2.5% | +32.1% |
| 3Y | +62.4% | +56.7% | +5.8% | +49.9% |
| All | +34.4% | +238.5% | -204.1% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling