+52.0%
CVS vs STRL
+4,310.8%
-4,258.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +15.0% | -13.3% | +0.1% |
| 7D | -3.7% | -13.3% | +9.7% | -2.4% |
| 30D | -0.3% | -43.3% | +43.0% | +5.0% |
| 3M | -10.3% | -46.9% | +36.6% | -5.2% |
| 6M | -4.6% | -65.6% | +61.0% | +4.3% |
| YTD | +10.7% | -5.1% | +15.8% | +4.5% |
| 1Y | +11.2% | -23.1% | +34.3% | +7.5% |
| 3Y | +43.0% | +346.8% | -303.8% | +1.1% |
| 5Y | +8.6% | +907.2% | -898.5% | -35.5% |
| 10Y | +52.0% | +3,988.2% | -3,936.2% | -30.8% |
| All | +52.0% | +4,310.8% | -4,258.8% | -30.8% |
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