+32.9%
CVS vs FND
-45.8%
+78.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -2.0% | -5.1% | +3.1% | -1.9% |
| 30D | +1.9% | -22.5% | +24.4% | +2.1% |
| 3M | -2.2% | -5.0% | +2.8% | -2.3% |
| 6M | +26.7% | -21.5% | +48.3% | +27.6% |
| YTD | +22.9% | -23.0% | +45.9% | +21.3% |
| 1Y | +32.9% | -44.9% | +77.8% | +37.9% |
| All | +32.9% | -45.8% | +78.8% | +37.9% |
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