+62.7%
CVS vs STLA
+0.5%
+62.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.1% |
| 7D | +12.0% | -11.6% | +23.6% | +14.0% |
| 30D | +2.8% | -6.2% | +8.9% | +3.3% |
| 3M | -3.6% | -24.6% | +21.0% | +0.1% |
| 6M | -1.6% | -44.9% | +43.3% | +7.1% |
| YTD | +16.3% | -62.3% | +78.5% | +33.4% |
| 1Y | +15.5% | -61.8% | +77.3% | +31.9% |
| 3Y | +48.1% | -75.3% | +123.4% | +78.3% |
| 5Y | +12.3% | -72.5% | +84.8% | +28.7% |
| 10Y | +62.7% | +0.8% | +61.9% | +54.6% |
| All | +62.7% | +0.5% | +62.2% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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