+5.6%
CVS vs FND
-10.3%
+15.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +10.9% | -23.5% | -11.9% |
| 7D | -11.1% | +12.3% | -23.4% | -10.4% |
| 30D | -7.4% | +14.7% | -22.2% | -6.8% |
| 3M | -22.9% | -12.0% | -10.9% | -22.5% |
| 6M | -1.2% | +10.8% | -12.0% | -0.5% |
| YTD | +3.9% | -12.3% | +16.1% | +1.9% |
| 1Y | +5.6% | -13.4% | +18.9% | +3.4% |
| All | +5.6% | -10.3% | +15.8% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling