+86.4%
F vs CVS
+39.8%
+46.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | +1.2% | -1.6% | +2.7% | +1.7% |
| 30D | +1.2% | +0.4% | +0.8% | +1.0% |
| 3M | -5.7% | -0.4% | -5.2% | -5.9% |
| 6M | +17.9% | +25.1% | -7.2% | +8.6% |
| YTD | +10.4% | +23.9% | -13.5% | +1.0% |
| 1Y | +25.3% | +41.1% | -15.7% | +9.3% |
| 3Y | +37.5% | +63.6% | -26.2% | +8.8% |
| 5Y | +46.5% | +31.5% | +15.0% | +25.7% |
| 10Y | +86.4% | +40.5% | +45.9% | +46.2% |
| All | +86.4% | +39.8% | +46.6% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 10y: compounded portfolio wealth divided by compounded CVS 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…
10y analysis · Full analysis span regression · 6 months rolling