+40.0%
CVS vs FTI
+305.3%
-265.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -2.2% | -4.4% | +2.2% | -1.6% |
| 30D | -0.1% | +1.5% | -1.5% | -0.3% |
| 3M | -5.2% | +8.2% | -13.4% | -6.4% |
| 6M | +26.9% | +18.8% | +8.1% | +23.4% |
| YTD | +22.1% | +71.7% | -49.6% | +12.7% |
| 1Y | +30.8% | +90.0% | -59.3% | +18.8% |
| 3Y | +54.4% | +270.5% | -216.1% | +24.7% |
| 5Y | +33.4% | +1,084.5% | -1,051.2% | -13.0% |
| All | +40.0% | +305.3% | -265.2% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling