+62.7%
CVS vs STZ
+12.8%
+49.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.8% |
| 7D | +12.0% | -0.9% | +12.9% | +12.2% |
| 30D | +2.8% | +14.9% | -12.2% | -1.7% |
| 3M | -3.6% | +8.4% | -12.0% | -6.3% |
| 6M | -1.6% | +2.8% | -4.4% | -3.2% |
| YTD | +16.3% | +7.5% | +8.7% | +11.6% |
| 1Y | +15.5% | +12.5% | +3.0% | +9.2% |
| 3Y | +48.1% | -35.4% | +83.5% | +63.7% |
| 5Y | +12.3% | -29.3% | +41.6% | +18.9% |
| 10Y | +62.7% | +11.8% | +50.9% | +57.4% |
| All | +62.7% | +12.8% | +49.9% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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