+5.7%
CVS vs STT
+100.0%
-94.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | -7.1% | -2.5% | -4.6% | -6.6% |
| 30D | -4.0% | -5.0% | +1.0% | -3.0% |
| 3M | -12.2% | -10.5% | -1.8% | -10.0% |
| 6M | -2.2% | +10.0% | -12.2% | -5.3% |
| YTD | +8.9% | +30.7% | -21.8% | +0.3% |
| 1Y | +9.9% | +43.8% | -33.9% | -1.5% |
| 3Y | +32.1% | +168.1% | -136.0% | -2.4% |
| All | +5.7% | +100.0% | -94.3% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling