+5.7%
CVS vs STRL
+779.4%
-773.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +2.9% |
| 7D | -7.1% | -26.9% | +19.8% | -5.5% |
| 30D | -4.0% | -52.7% | +48.7% | -0.6% |
| 3M | -12.2% | -52.8% | +40.6% | -9.3% |
| 6M | -2.2% | -71.5% | +69.3% | +3.3% |
| YTD | +8.9% | -17.4% | +26.3% | +5.9% |
| 1Y | +9.9% | -35.0% | +44.8% | +8.7% |
| 3Y | +32.1% | +239.2% | -207.1% | +7.9% |
| All | +5.7% | +779.4% | -773.7% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling