+339.9%
CVS vs STLA
+152.6%
+187.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.1% | +6.4% | +1.0% |
| 7D | +10.4% | -13.1% | +23.5% | +12.1% |
| 30D | +3.3% | -13.3% | +16.6% | +4.6% |
| 3M | -4.5% | -27.9% | +23.3% | -1.5% |
| 6M | -4.4% | -47.8% | +43.5% | +2.3% |
| YTD | +16.6% | -64.6% | +81.2% | +29.5% |
| 1Y | +15.3% | -64.0% | +79.3% | +27.5% |
| 3Y | +48.6% | -76.8% | +125.4% | +70.1% |
| 5Y | +12.9% | -74.2% | +87.0% | +25.4% |
| 10Y | +63.2% | -5.4% | +68.6% | +57.1% |
| All | +339.9% | +152.6% | +187.3% | +308.2% |
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