+41.9%
CVS vs STT
+262.1%
-220.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | +1.0% | -2.9% | -2.2% |
| 30D | -0.3% | +2.8% | -3.1% | -1.3% |
| 3M | -1.1% | +18.1% | -19.3% | -6.5% |
| 6M | +23.7% | +59.2% | -35.5% | +5.9% |
| YTD | +23.0% | +51.5% | -28.5% | +6.7% |
| 1Y | +37.2% | +75.7% | -38.5% | +13.1% |
| 3Y | +62.4% | +200.8% | -138.3% | +10.1% |
| 5Y | +31.8% | +155.8% | -124.0% | -9.2% |
| 10Y | +41.9% | +266.4% | -224.5% | -18.8% |
| All | +41.9% | +262.1% | -220.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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