+453.9%
CVS vs FLR
+609.6%
-155.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -1.6% | +0.7% | -2.2% | -1.7% |
| 30D | +0.4% | -0.7% | +1.1% | +0.3% |
| 3M | -0.4% | +14.3% | -14.8% | -3.1% |
| 6M | +25.1% | +25.6% | -0.5% | +19.2% |
| YTD | +23.9% | +42.9% | -19.0% | +15.3% |
| 1Y | +41.1% | +38.7% | +2.3% | +31.4% |
| 3Y | +63.6% | +61.8% | +1.8% | +43.6% |
| 5Y | +31.5% | +254.1% | -222.6% | -1.5% |
| 10Y | +40.5% | +20.0% | +20.4% | +14.3% |
| All | +453.9% | +609.6% | -155.7% | +245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling