+52.0%
CVS vs STM
+433.9%
-381.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +0.9% |
| 7D | -3.7% | -5.6% | +1.9% | -3.1% |
| 30D | -0.3% | -14.4% | +14.1% | +1.2% |
| 3M | -10.3% | -20.5% | +10.2% | -8.3% |
| 6M | -4.6% | -24.5% | +19.9% | -3.4% |
| YTD | +10.7% | +72.7% | -62.0% | -0.3% |
| 1Y | +11.2% | +91.0% | -79.8% | -1.4% |
| 3Y | +43.0% | +13.5% | +29.5% | +32.7% |
| 5Y | +8.6% | -9.2% | +17.8% | +1.7% |
| 10Y | +52.0% | +422.5% | -370.6% | +23.5% |
| All | +52.0% | +433.9% | -381.9% | +23.5% |
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