+31.8%
CVS vs FND
-61.3%
+93.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -1.9% | -0.8% | -1.1% | -1.9% |
| 30D | -0.3% | -19.6% | +19.3% | +1.4% |
| 3M | -1.1% | -4.3% | +3.2% | -1.2% |
| 6M | +23.7% | -20.4% | +44.2% | +25.4% |
| YTD | +23.0% | -21.9% | +44.9% | +24.4% |
| 1Y | +37.2% | -45.2% | +82.3% | +43.4% |
| 3Y | +62.4% | -49.2% | +111.7% | +68.2% |
| 5Y | +31.8% | -61.8% | +93.6% | +32.1% |
| All | +31.8% | -61.3% | +93.1% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling