+1,767.1%
CVS vs VFC
+1,363.4%
+403.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.2% |
| 7D | +6.6% | +1.6% | +4.9% | +6.2% |
| 30D | -0.4% | +25.5% | -25.9% | -5.5% |
| 3M | -5.3% | +41.3% | -46.5% | -12.5% |
| 6M | -7.7% | +22.2% | -29.9% | -12.7% |
| YTD | +16.0% | +16.4% | -0.4% | +9.7% |
| 1Y | +16.2% | +38.4% | -22.2% | +5.2% |
| 3Y | +47.6% | +56.2% | -8.7% | +15.5% |
| 5Y | +12.3% | -68.2% | +80.5% | +28.9% |
| 10Y | +62.4% | -48.4% | +110.7% | +53.0% |
| All | +1,767.1% | +1,363.4% | +403.8% | +675.5% |
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