+5.6%
CVS vs VFC
+52.5%
-46.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.4% | -17.0% | -12.7% |
| 7D | -11.1% | +21.5% | -32.6% | -12.1% |
| 30D | -7.4% | +46.7% | -54.1% | -9.5% |
| 3M | -22.9% | +38.4% | -61.3% | -24.3% |
| 6M | -1.2% | +15.2% | -16.4% | -2.5% |
| YTD | +3.9% | +17.8% | -14.0% | +0.4% |
| 1Y | +5.6% | +55.6% | -50.0% | -1.2% |
| All | +5.6% | +52.5% | -46.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling