+57.2%
CVS vs FN
+772.0%
-714.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.8% | +9.2% | +4.8% |
| 7D | -2.6% | -4.1% | +1.5% | -2.5% |
| 30D | +4.0% | -28.3% | +32.4% | +6.3% |
| 3M | -6.3% | -33.9% | +27.6% | -4.0% |
| 6M | -0.4% | -43.9% | +43.5% | +2.7% |
| YTD | +15.6% | -23.4% | +39.1% | +14.4% |
| 1Y | +18.3% | -25.4% | +43.7% | +17.1% |
| 3Y | +47.3% | +107.9% | -60.6% | +25.4% |
| 5Y | +13.2% | +195.1% | -181.9% | -10.7% |
| 10Y | +57.2% | +794.1% | -736.9% | +8.5% |
| All | +57.2% | +772.0% | -714.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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