-80.9%
FIG vs CVS
+50.2%
-131.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.3% |
| 7D | -14.5% | -1.9% | -12.6% | -14.7% |
| 30D | -13.3% | -0.3% | -13.0% | -13.2% |
| 3M | +7.4% | -1.1% | +8.5% | +7.3% |
| 6M | -27.8% | +23.7% | -51.5% | -26.7% |
| YTD | -41.1% | +23.0% | -64.1% | -40.5% |
| 1Y | -58.7% | +37.2% | -95.9% | -58.7% |
| All | -80.9% | +50.2% | -131.2% | -82.9% |
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