+42.9%
CVS vs STRL
+7,157.2%
-7,114.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.0% |
| 7D | -1.6% | +10.1% | -11.7% | -2.6% |
| 30D | +0.4% | -8.2% | +8.6% | +1.1% |
| 3M | -0.4% | -43.7% | +43.3% | +4.8% |
| 6M | +25.1% | +27.1% | -2.0% | +16.8% |
| YTD | +23.9% | +64.0% | -40.1% | +11.2% |
| 1Y | +41.1% | +75.2% | -34.1% | +24.3% |
| 3Y | +63.6% | +539.9% | -476.3% | +12.7% |
| 5Y | +31.5% | +2,133.0% | -2,101.5% | -29.3% |
| All | +42.9% | +7,157.2% | -7,114.3% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling