+1,770.7%
CVS vs VFC
+1,360.5%
+410.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +12.0% | -1.4% | +13.3% | +12.3% |
| 30D | +2.8% | +30.7% | -28.0% | -3.3% |
| 3M | -3.6% | +40.6% | -44.2% | -10.8% |
| 6M | -1.6% | +16.5% | -18.1% | -6.0% |
| YTD | +16.3% | +16.2% | +0.1% | +9.9% |
| 1Y | +15.5% | +42.4% | -26.9% | +4.0% |
| 3Y | +48.1% | +48.1% | 0.0% | +17.6% |
| 5Y | +12.3% | -67.8% | +80.1% | +28.5% |
| 10Y | +62.7% | -48.5% | +111.1% | +53.4% |
| All | +1,770.7% | +1,360.5% | +410.2% | +677.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling