+60.4%
CVS vs STM
+470.7%
-410.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +6.6% | +12.0% | -5.4% | +5.1% |
| 30D | -0.4% | -0.4% | -0.1% | -0.6% |
| 3M | -5.3% | -13.2% | +7.9% | -4.2% |
| 6M | -7.7% | -26.1% | +18.4% | -6.1% |
| YTD | +16.0% | +81.2% | -65.1% | +3.9% |
| 1Y | +16.2% | +98.3% | -82.1% | +2.6% |
| 3Y | +47.6% | +16.7% | +30.8% | +36.5% |
| 5Y | +12.3% | -4.8% | +17.2% | +4.6% |
| All | +60.4% | +470.7% | -410.3% | +31.1% |
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