+1,907.2%
CVS vs STT
+7,372.9%
-5,465.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +4.0% | +0.5% | +3.5% | +3.8% |
| 30D | -2.4% | +3.9% | -6.3% | -3.3% |
| 3M | +2.7% | +20.0% | -17.3% | -1.9% |
| 6M | +21.9% | +55.3% | -33.4% | +9.4% |
| YTD | +24.7% | +53.3% | -28.6% | +12.1% |
| 1Y | +35.4% | +74.7% | -39.3% | +17.8% |
| 3Y | +65.2% | +205.8% | -140.6% | +24.5% |
| 5Y | +30.5% | +145.0% | -114.5% | +1.4% |
| 10Y | +40.4% | +266.0% | -225.6% | -4.2% |
| All | +1,907.2% | +7,372.9% | -5,465.8% | +404.8% |
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 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