+60.4%
CVS vs FTI
+189.4%
-128.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | +6.6% | +4.3% | +2.2% | +6.0% |
| 30D | -0.4% | -4.7% | +4.2% | +0.1% |
| 3M | -5.3% | -13.5% | +8.3% | -3.5% |
| 6M | -7.7% | -8.7% | +1.0% | -6.9% |
| YTD | +16.0% | +49.0% | -33.0% | +9.1% |
| 1Y | +16.2% | +54.0% | -37.8% | +8.7% |
| 3Y | +47.6% | +211.6% | -164.1% | +22.2% |
| 5Y | +12.3% | +881.9% | -869.5% | -24.5% |
| All | +60.4% | +189.4% | -128.9% | +14.8% |
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