+5.7%
CVS vs FN
+170.4%
-164.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.7% | -8.6% | +2.6% |
| 7D | -7.1% | 0.0% | -7.0% | -7.1% |
| 30D | -4.0% | -34.3% | +30.3% | -2.6% |
| 3M | -12.2% | -39.9% | +27.6% | -10.9% |
| 6M | -2.2% | -51.8% | +49.7% | 0.0% |
| YTD | +8.9% | -28.1% | +37.0% | +8.5% |
| 1Y | +9.9% | -29.1% | +38.9% | +9.4% |
| 3Y | +32.1% | +102.4% | -70.4% | +20.8% |
| All | +5.7% | +170.4% | -164.6% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling