+31.9%
CVS vs FN
+289.0%
-257.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| 3M | +2.7% | -43.0% | +45.7% | +4.8% |
| 6M | +21.9% | -27.7% | +49.6% | +22.5% |
| YTD | +24.7% | -10.5% | +35.3% | +23.6% |
| 1Y | +35.4% | +12.5% | +23.0% | +32.3% |
| 3Y | +65.2% | +153.8% | -88.6% | +49.5% |
| All | +31.9% | +289.0% | -257.1% | +10.3% |
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