+32.1%
CVS vs STRL
+233.5%
-201.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +3.0% |
| 7D | -7.1% | -26.9% | +19.8% | -5.9% |
| 30D | -4.0% | -52.7% | +48.7% | -1.9% |
| 3M | -12.2% | -52.8% | +40.6% | -10.4% |
| 6M | -2.2% | -71.5% | +69.3% | +1.2% |
| YTD | +8.9% | -17.4% | +26.3% | +6.8% |
| 1Y | +9.9% | -35.0% | +44.8% | +9.1% |
| 3Y | +32.1% | +239.2% | -207.1% | +14.4% |
| All | +32.1% | +233.5% | -201.4% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling