+41.9%
CVS vs STM
+656.4%
-614.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.9% | +1.7% | -3.6% | -2.1% |
| 30D | -0.3% | -5.2% | +4.8% | +0.2% |
| 3M | -1.1% | -29.6% | +28.5% | +2.2% |
| 6M | +23.7% | +54.4% | -30.6% | +14.6% |
| YTD | +23.0% | +99.5% | -76.5% | +9.6% |
| 1Y | +37.2% | +100.8% | -63.6% | +21.6% |
| 3Y | +62.4% | +20.2% | +42.3% | +50.9% |
| 5Y | +31.8% | +21.1% | +10.7% | +19.0% |
| 10Y | +41.9% | +664.5% | -622.6% | +12.0% |
| All | +41.9% | +656.4% | -614.5% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling