+1,770.7%
CVS vs STT
+6,635.6%
-4,864.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | +12.0% | +0.4% | +11.5% | +11.8% |
| 30D | +2.8% | -0.4% | +3.2% | +2.6% |
| 3M | -3.6% | -6.5% | +2.9% | -2.3% |
| 6M | -1.6% | +17.2% | -18.8% | -5.7% |
| YTD | +16.3% | +38.2% | -21.9% | +6.8% |
| 1Y | +15.5% | +49.3% | -33.8% | +4.2% |
| 3Y | +48.1% | +181.9% | -133.8% | +13.6% |
| 5Y | +12.3% | +106.9% | -94.6% | -9.3% |
| 10Y | +62.7% | +203.1% | -140.5% | +15.7% |
| All | +1,770.7% | +6,635.6% | -4,864.9% | +381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling