+45.5%
CVS vs FND
+57.9%
-12.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | +6.6% | -6.8% | +13.4% | +7.4% |
| 30D | -0.4% | +8.0% | -8.4% | -1.8% |
| 3M | -5.3% | -18.9% | +13.7% | -3.3% |
| 6M | -7.7% | +4.7% | -12.4% | -9.4% |
| YTD | +16.0% | -21.6% | +37.6% | +17.5% |
| 1Y | +16.2% | -22.0% | +38.2% | +17.6% |
| 3Y | +47.6% | -40.4% | +88.0% | +50.9% |
| 5Y | +12.3% | -63.8% | +76.1% | +20.1% |
| All | +45.5% | +57.9% | -12.4% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling