+41.9%
CVS vs STLD
+1,092.9%
-1,050.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.9% | -2.8% | +0.9% | -1.3% |
| 30D | -0.3% | -10.4% | +10.1% | +1.9% |
| 3M | -1.1% | -10.6% | +9.5% | +0.9% |
| 6M | +23.7% | +32.7% | -9.0% | +15.2% |
| YTD | +23.0% | +42.8% | -19.8% | +12.4% |
| 1Y | +37.2% | +86.9% | -49.8% | +17.5% |
| 3Y | +62.4% | +143.8% | -81.4% | +28.7% |
| 5Y | +31.8% | +293.5% | -261.7% | -10.5% |
| 10Y | +41.9% | +1,122.7% | -1,080.8% | -32.1% |
| All | +41.9% | +1,092.9% | -1,050.9% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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