+29.6%
CVS vs FTV
+127.6%
-98.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +6.6% | +3.9% | +2.7% | +5.4% |
| 30D | -0.4% | +18.7% | -19.1% | -5.6% |
| 3M | -5.3% | +10.0% | -15.3% | -8.3% |
| 6M | -7.7% | +14.6% | -22.3% | -12.0% |
| YTD | +16.0% | +23.4% | -7.4% | +7.4% |
| 1Y | +16.2% | +31.3% | -15.1% | +5.4% |
| 3Y | +47.6% | +39.8% | +7.8% | +28.6% |
| 5Y | +12.3% | +17.7% | -5.4% | +2.0% |
| 10Y | +62.4% | +110.2% | -47.9% | +33.3% |
| All | +29.6% | +127.6% | -98.0% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling