+31.9%
CVS vs STM
+20.8%
+11.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.6% |
| 7D | +4.0% | +5.8% | -1.8% | +3.5% |
| 30D | -2.4% | -1.0% | -1.4% | -2.4% |
| 3M | +2.7% | -33.3% | +35.9% | +5.4% |
| 6M | +21.9% | +57.4% | -35.5% | +14.8% |
| YTD | +24.7% | +102.2% | -77.4% | +14.4% |
| 1Y | +35.4% | +99.6% | -64.2% | +24.0% |
| 3Y | +65.2% | +14.5% | +50.7% | +58.1% |
| All | +31.9% | +20.8% | +11.1% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling