+47.6%
CVS vs FN
+96.4%
-48.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | -0.3% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | -0.4% | -16.5% | +16.1% | -0.2% |
| 3M | -5.3% | -42.1% | +36.8% | -4.3% |
| 6M | -7.7% | -52.9% | +45.2% | -6.3% |
| YTD | +16.0% | -28.0% | +44.0% | +15.6% |
| 1Y | +16.2% | -18.5% | +34.7% | +15.3% |
| 3Y | +47.6% | +93.9% | -46.3% | +43.4% |
| All | +47.6% | +96.4% | -48.8% | +43.4% |
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