+56.4%
CVS vs FND
+66.0%
-9.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | +4.0% | -5.2% | +9.2% | +4.6% |
| 30D | -2.4% | -19.9% | +17.5% | +0.3% |
| 3M | +2.7% | +2.7% | -0.1% | +1.7% |
| 6M | +21.9% | -21.7% | +43.5% | +24.6% |
| YTD | +24.7% | -17.5% | +42.3% | +26.1% |
| 1Y | +35.4% | -39.3% | +74.7% | +42.5% |
| 3Y | +65.2% | -49.8% | +115.0% | +74.2% |
| 5Y | +30.5% | -60.1% | +90.6% | +38.0% |
| All | +56.4% | +66.0% | -9.7% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling