+1,533.3%
CVS vs STRL
+11,482.4%
-9,949.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.4% |
| 7D | -2.6% | -19.8% | +17.2% | -1.9% |
| 30D | +4.0% | -43.6% | +47.6% | +6.0% |
| 3M | -6.3% | -45.2% | +38.9% | -4.6% |
| 6M | -0.4% | -65.7% | +65.3% | +2.7% |
| YTD | +15.6% | -5.4% | +21.0% | +14.3% |
| 1Y | +18.3% | -24.7% | +43.0% | +17.8% |
| 3Y | +47.3% | +335.0% | -287.8% | +36.4% |
| 5Y | +13.2% | +915.3% | -902.1% | +1.3% |
| 10Y | +57.2% | +3,877.5% | -3,820.3% | +33.4% |
| All | +1,533.3% | +11,482.4% | -9,949.1% | +1,204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling