+41.1%
CVS vs STM
+95.2%
-54.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.6% | +5.2% | -6.8% | -1.6% |
| 30D | +0.4% | -7.4% | +7.7% | +0.5% |
| 3M | -0.4% | -30.6% | +30.2% | -0.1% |
| 6M | +25.1% | +66.4% | -41.2% | +23.0% |
| YTD | +23.9% | +101.1% | -77.3% | +22.4% |
| 1Y | +41.1% | +97.4% | -56.3% | +41.5% |
| All | +41.1% | +95.2% | -54.2% | +41.5% |
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 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