+31.8%
CVS vs USFR
+20.4%
+11.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | +0.1% | -2.0% | -1.8% |
| 30D | -0.3% | +0.3% | -0.6% | 0.0% |
| 3M | -1.1% | +1.0% | -2.1% | +0.1% |
| 6M | +23.7% | +1.9% | +21.8% | +26.7% |
| YTD | +23.0% | +2.7% | +20.3% | +27.3% |
| 1Y | +37.2% | +4.0% | +33.2% | +45.0% |
| 3Y | +62.4% | +14.0% | +48.4% | +115.2% |
| 5Y | +31.8% | +20.4% | +11.4% | +93.7% |
| All | +31.8% | +20.4% | +11.4% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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