+31.5%
CVS vs STT
+150.3%
-118.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -1.6% | +2.2% | -3.7% | -2.1% |
| 30D | +0.4% | +3.9% | -3.5% | -0.7% |
| 3M | -0.4% | +19.2% | -19.6% | -5.2% |
| 6M | +25.1% | +60.4% | -35.2% | +9.7% |
| YTD | +23.9% | +51.5% | -27.6% | +10.1% |
| 1Y | +41.1% | +76.3% | -35.2% | +19.9% |
| 3Y | +63.6% | +200.7% | -137.1% | +17.6% |
| 5Y | +31.5% | +157.5% | -125.9% | -6.3% |
| All | +31.5% | +150.3% | -118.8% | -6.3% |
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