+63.6%
CVS vs STLA
-65.4%
+129.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.5% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | +0.4% | -2.4% | +2.7% | +0.5% |
| 3M | -0.4% | -23.9% | +23.4% | +1.6% |
| 6M | +25.1% | -24.6% | +49.8% | +27.5% |
| YTD | +23.9% | -50.5% | +74.4% | +30.3% |
| 1Y | +41.1% | -39.8% | +80.9% | +44.8% |
| 3Y | +63.6% | -65.6% | +129.2% | +68.0% |
| All | +63.6% | -65.4% | +129.0% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling