+65.3%
CVS vs FN
+158.4%
-93.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.6% |
| 7D | +4.0% | -1.7% | +5.6% | +4.0% |
| 30D | -2.4% | -22.0% | +19.6% | -1.9% |
| 3M | +2.7% | -43.0% | +45.7% | +4.1% |
| 6M | +21.9% | -27.7% | +49.6% | +22.2% |
| YTD | +24.7% | -10.5% | +35.3% | +23.9% |
| 1Y | +35.4% | +12.5% | +23.0% | +33.4% |
| All | +65.3% | +158.4% | -93.0% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling