+41.1%
CVS vs STZ
-12.0%
+53.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.9% | -6.0% | +4.1% | -0.2% |
| 30D | -0.3% | -8.9% | +8.6% | +2.3% |
| 3M | -1.1% | -12.6% | +11.4% | +2.5% |
| 6M | +23.7% | -17.2% | +40.9% | +29.7% |
| YTD | +23.0% | -10.0% | +33.0% | +25.0% |
| 1Y | +37.2% | -14.3% | +51.5% | +41.1% |
| 3Y | +62.4% | -49.9% | +112.4% | +94.8% |
| 5Y | +31.8% | -38.2% | +70.1% | +45.2% |
| All | +41.1% | -12.0% | +53.1% | +42.4% |
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