+63.6%
CVS vs STZ
-50.3%
+113.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | -0.3% |
| 7D | -1.6% | -7.4% | +5.8% | -1.0% |
| 30D | +0.4% | -10.9% | +11.3% | +1.2% |
| 3M | -0.4% | -13.4% | +13.0% | +0.6% |
| 6M | +25.1% | -16.2% | +41.3% | +26.5% |
| YTD | +23.9% | -10.4% | +34.3% | +24.3% |
| 1Y | +41.1% | -14.8% | +55.8% | +41.7% |
| 3Y | +63.6% | -50.1% | +113.8% | +67.8% |
| All | +63.6% | -50.3% | +113.9% | +67.8% |
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