+299.3%
CVS vs FN
+2,575.5%
-2,276.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -14.2% | +16.0% | +2.8% |
| 7D | -10.0% | -16.0% | +6.0% | -8.9% |
| 30D | -5.2% | -40.1% | +34.9% | -1.8% |
| 3M | -17.4% | -43.9% | +26.5% | -14.3% |
| 6M | +2.1% | -55.6% | +57.8% | +7.2% |
| YTD | +5.6% | -35.7% | +41.3% | +6.4% |
| 1Y | +6.7% | -39.8% | +46.5% | +7.9% |
| 3Y | +29.6% | +80.3% | -50.6% | +14.9% |
| 5Y | +2.5% | +143.3% | -140.8% | -13.5% |
| 10Y | +34.8% | +682.3% | -647.5% | 0.0% |
| All | +299.3% | +2,575.5% | -2,276.2% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling