+2,462.5%
CVS vs STM
+2,285.7%
+176.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.8% |
| 7D | +4.0% | +5.8% | -1.8% | +3.0% |
| 30D | -2.4% | -1.0% | -1.4% | -2.4% |
| 3M | +2.7% | -33.3% | +35.9% | +7.8% |
| 6M | +21.9% | +57.4% | -35.5% | +10.9% |
| YTD | +24.7% | +102.2% | -77.4% | +8.5% |
| 1Y | +35.4% | +99.6% | -64.2% | +17.4% |
| 3Y | +65.2% | +14.5% | +50.7% | +51.7% |
| 5Y | +30.5% | +21.4% | +9.2% | +15.7% |
| 10Y | +40.4% | +695.0% | -654.6% | -14.9% |
| All | +2,462.5% | +2,285.7% | +176.7% | +1,103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling