+548.2%
CVS vs FTI
+2,165.1%
-1,616.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.0% | +5.3% | -1.3% | +3.1% |
| 30D | -2.4% | +15.3% | -17.7% | -4.8% |
| 3M | +2.7% | +15.8% | -13.1% | -0.1% |
| 6M | +21.9% | +22.6% | -0.7% | +17.2% |
| YTD | +24.7% | +79.5% | -54.8% | +12.3% |
| 1Y | +35.4% | +102.0% | -66.6% | +19.2% |
| 3Y | +65.2% | +315.8% | -250.6% | +25.2% |
| 5Y | +30.5% | +1,129.5% | -1,099.0% | -21.8% |
| 10Y | +40.4% | +320.9% | -280.6% | -8.2% |
| All | +548.2% | +2,165.1% | -1,616.9% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling