+31.8%
CVS vs FTI
+1,177.2%
-1,145.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.9% | -2.3% | +0.4% | -1.7% |
| 30D | -0.3% | +5.0% | -5.3% | -0.8% |
| 3M | -1.1% | +13.8% | -15.0% | -2.4% |
| 6M | +23.7% | +22.9% | +0.8% | +21.0% |
| YTD | +23.0% | +75.0% | -52.0% | +16.2% |
| 1Y | +37.2% | +96.9% | -59.7% | +27.9% |
| 3Y | +62.4% | +276.7% | -214.3% | +39.0% |
| 5Y | +31.8% | +1,157.0% | -1,125.2% | -5.4% |
| All | +31.8% | +1,177.2% | -1,145.4% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling