+2.1%
CVS vs FN
-54.4%
+56.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -14.2% | +16.0% | +1.9% |
| 7D | -10.0% | -16.0% | +6.0% | -9.8% |
| 30D | -5.2% | -40.1% | +34.9% | -5.0% |
| 3M | -17.4% | -43.9% | +26.5% | -17.1% |
| 6M | +2.1% | -55.6% | +57.8% | +3.4% |
| All | +2.1% | -54.4% | +56.6% | +3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling