+5.6%
CVS vs STM
+92.4%
-86.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.1% | -6.5% | -12.5% |
| 7D | -11.1% | -6.0% | -5.1% | -11.1% |
| 30D | -7.4% | -20.9% | +13.5% | -7.4% |
| 3M | -22.9% | -15.8% | -7.1% | -22.8% |
| 6M | -1.2% | -17.0% | +15.9% | -2.5% |
| YTD | +3.9% | +76.8% | -72.9% | +3.8% |
| 1Y | +5.6% | +96.5% | -90.9% | +6.6% |
| All | +5.6% | +92.4% | -86.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling