+41.0%
CVS vs VFC
-70.4%
+111.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -2.0% | -3.3% | +1.3% | -1.5% |
| 30D | +1.9% | -14.0% | +15.9% | +4.1% |
| 3M | -2.2% | -22.6% | +20.4% | +1.0% |
| 6M | +26.7% | -24.7% | +51.4% | +30.7% |
| YTD | +22.9% | -29.0% | +51.8% | +27.3% |
| 1Y | +32.9% | -13.8% | +46.7% | +32.9% |
| 3Y | +62.3% | -28.2% | +90.5% | +54.3% |
| 5Y | +34.2% | -79.0% | +113.2% | +72.3% |
| All | +41.0% | -70.4% | +111.3% | +52.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling