+32.1%
CVS vs STM
+4.7%
+27.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.3% | +2.9% |
| 7D | -7.1% | -10.7% | +3.6% | -6.6% |
| 30D | -4.0% | -25.7% | +21.8% | -2.9% |
| 3M | -12.2% | -21.6% | +9.3% | -11.5% |
| 6M | -2.2% | -27.8% | +25.6% | -1.9% |
| YTD | +8.9% | +61.8% | -52.9% | +3.6% |
| 1Y | +9.9% | +78.1% | -68.2% | +3.8% |
| 3Y | +32.1% | +4.9% | +27.2% | +22.8% |
| All | +32.1% | +4.7% | +27.3% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling