+5.6%
CVS vs FTI
+57.1%
-51.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.4% | -9.2% | -12.3% |
| 7D | -11.1% | -9.7% | -1.4% | -10.8% |
| 30D | -7.4% | -8.2% | +0.7% | -7.1% |
| 3M | -22.9% | -7.8% | -15.1% | -22.6% |
| 6M | -1.2% | -13.4% | +12.2% | -1.1% |
| YTD | +3.9% | +45.1% | -41.2% | +5.3% |
| 1Y | +5.6% | +54.6% | -49.0% | +11.6% |
| All | +5.6% | +57.1% | -51.6% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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