+31.5%
CVS vs STZ
-36.5%
+68.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +0.4% |
| 7D | -1.6% | -7.4% | +5.8% | -0.2% |
| 30D | +0.4% | -10.9% | +11.3% | +2.5% |
| 3M | -0.4% | -13.4% | +13.0% | +2.1% |
| 6M | +25.1% | -16.2% | +41.3% | +28.7% |
| YTD | +23.9% | -10.4% | +34.3% | +25.0% |
| 1Y | +41.1% | -14.8% | +55.8% | +43.5% |
| 3Y | +63.6% | -50.1% | +113.8% | +89.5% |
| 5Y | +31.5% | -38.8% | +70.3% | +37.2% |
| All | +31.5% | -36.5% | +68.1% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling