+92.4%
CVS vs USFR
+28.6%
+63.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +6.6% | +0.1% | +6.5% | +6.5% |
| 30D | -0.4% | +0.4% | -0.8% | -0.5% |
| 3M | -5.3% | +1.1% | -6.3% | -5.5% |
| 6M | -7.7% | +2.0% | -9.7% | -8.1% |
| YTD | +16.0% | +3.5% | +12.6% | +15.2% |
| 1Y | +16.2% | +4.1% | +12.1% | +15.3% |
| 3Y | +47.6% | +14.4% | +33.2% | +43.9% |
| 5Y | +12.3% | +21.4% | -9.1% | +8.1% |
| 10Y | +62.4% | +28.6% | +33.8% | +53.8% |
| All | +92.4% | +28.6% | +63.8% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling