+1,587.2%
CVS vs STZ
+9,621.1%
-8,033.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +4.0% | -1.9% | +5.9% | +4.3% |
| 30D | -2.4% | -1.9% | -0.5% | -2.1% |
| 3M | +2.7% | -6.2% | +8.9% | +3.7% |
| 6M | +21.9% | -14.0% | +35.9% | +24.8% |
| YTD | +24.7% | -5.1% | +29.9% | +25.1% |
| 1Y | +35.4% | -9.6% | +45.0% | +36.9% |
| 3Y | +65.2% | -47.2% | +112.4% | +82.2% |
| 5Y | +30.5% | -33.6% | +64.1% | +37.6% |
| 10Y | +40.4% | -9.8% | +50.1% | +38.0% |
| All | +1,587.2% | +9,621.1% | -8,033.9% | +814.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling