+54.0%
CVS vs FND
+54.9%
-0.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -2.0% | -5.1% | +3.1% | -1.3% |
| 30D | +1.9% | -22.5% | +24.4% | +5.2% |
| 3M | -2.2% | -5.0% | +2.8% | -2.1% |
| 6M | +26.7% | -21.5% | +48.3% | +29.5% |
| YTD | +22.9% | -23.0% | +45.9% | +25.3% |
| 1Y | +32.9% | -44.9% | +77.8% | +41.7% |
| 3Y | +62.3% | -50.0% | +112.3% | +71.0% |
| 5Y | +34.2% | -63.3% | +97.6% | +43.5% |
| All | +54.0% | +54.9% | -0.9% | +19.8% |
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