-15.8%
F vs CVS
+5.4%
-21.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.4% |
| 7D | +1.6% | -7.1% | +8.6% | +2.8% |
| 30D | +2.6% | -4.0% | +6.6% | +3.1% |
| 3M | -8.8% | -12.2% | +3.4% | -6.5% |
| 6M | +4.6% | -2.2% | +6.8% | +4.2% |
| YTD | -1.9% | +8.9% | -10.8% | -5.9% |
| 1Y | -0.8% | +9.9% | -10.6% | -5.1% |
| 3Y | +43.5% | +32.1% | +11.4% | +26.9% |
| All | -15.8% | +5.4% | -21.2% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling