+2,137.0%
CVS vs STM
+1,808.6%
+328.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.3% | +2.4% |
| 7D | -7.1% | -10.7% | +3.6% | -5.5% |
| 30D | -4.0% | -25.7% | +21.8% | +0.1% |
| 3M | -12.2% | -21.6% | +9.3% | -9.6% |
| 6M | -2.2% | -27.8% | +25.6% | +0.3% |
| YTD | +8.9% | +61.8% | -52.9% | -2.6% |
| 1Y | +9.9% | +78.1% | -68.2% | -3.3% |
| 3Y | +32.1% | +4.9% | +27.2% | +22.2% |
| 5Y | +5.7% | -14.3% | +19.9% | -1.5% |
| 10Y | +39.0% | +414.1% | -375.0% | -9.9% |
| All | +2,137.0% | +1,808.6% | +328.3% | +980.4% |
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