-58.5%
FIG vs CVS
+32.3%
-90.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.4% | +4.7% |
| 7D | -3.8% | -2.2% | -1.7% | -4.1% |
| 30D | -2.3% | -0.1% | -2.3% | -2.2% |
| 3M | +20.0% | -5.2% | +25.2% | +19.2% |
| 6M | -16.7% | +26.9% | -43.6% | -15.2% |
| YTD | -37.9% | +22.1% | -60.0% | -37.0% |
| 1Y | -58.5% | +30.8% | -89.3% | -53.2% |
| All | -58.5% | +32.3% | -90.8% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling