+55.6%
CVS vs FTV
-3.3%
+58.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -1.9% | -1.3% | -0.6% | -1.7% |
| 30D | -0.3% | -9.5% | +9.2% | +1.3% |
| 3M | -1.1% | -10.9% | +9.8% | +0.6% |
| 6M | +23.7% | -0.6% | +24.3% | +23.4% |
| YTD | +23.0% | +1.4% | +21.6% | +21.8% |
| 1Y | +37.2% | +17.6% | +19.5% | +31.6% |
| All | +55.6% | -3.3% | +58.8% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling