+47.3%
CVS vs STZ
-34.1%
+81.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -2.6% | +5.3% | -8.0% | -2.9% |
| 30D | +4.0% | +19.6% | -15.5% | +2.8% |
| 3M | -6.3% | +10.0% | -16.2% | -6.9% |
| 6M | -0.4% | -0.3% | -0.1% | -0.7% |
| YTD | +15.6% | +8.6% | +7.0% | +14.4% |
| 1Y | +18.3% | +16.6% | +1.7% | +16.8% |
| 3Y | +47.3% | -34.8% | +82.1% | +47.8% |
| All | +47.3% | -34.1% | +81.3% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling