+317.6%
CVS vs STLA
+189.2%
+128.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -3.7% | -6.4% | +2.7% | -3.1% |
| 30D | -0.3% | -1.3% | +1.0% | -0.5% |
| 3M | -10.3% | -19.9% | +9.6% | -8.4% |
| 6M | -4.6% | -42.9% | +38.3% | +1.1% |
| YTD | +10.7% | -59.4% | +70.1% | +21.1% |
| 1Y | +11.2% | -56.8% | +68.1% | +20.6% |
| 3Y | +43.0% | -73.1% | +116.1% | +61.1% |
| 5Y | +8.6% | -70.1% | +78.7% | +18.8% |
| 10Y | +52.0% | +19.8% | +32.2% | +43.2% |
| All | +317.6% | +189.2% | +128.4% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling