+370.5%
CVS vs STLA
+263.8%
+106.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.6% |
| 7D | +4.0% | +2.6% | +1.4% | +3.6% |
| 30D | -2.4% | -1.2% | -1.2% | -2.4% |
| 3M | +2.7% | -24.8% | +27.4% | +5.8% |
| 6M | +21.9% | -25.6% | +47.4% | +25.5% |
| YTD | +24.7% | -48.9% | +73.7% | +33.4% |
| 1Y | +35.4% | -38.8% | +74.2% | +41.1% |
| 3Y | +65.2% | -64.5% | +129.7% | +80.7% |
| 5Y | +30.5% | -62.4% | +93.0% | +39.5% |
| 10Y | +40.4% | +55.4% | -15.0% | +29.0% |
| All | +370.5% | +263.8% | +106.7% | +320.8% |
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