+1,477.2%
CVS vs STZ
+10,953.7%
-9,476.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | +3.3% | +14.7% | -11.4% | +0.5% |
| 3M | -4.5% | +8.8% | -13.3% | -6.3% |
| 6M | -4.4% | +3.1% | -7.4% | -5.4% |
| YTD | +16.6% | +7.9% | +8.7% | +13.8% |
| 1Y | +15.3% | +14.2% | +1.1% | +11.3% |
| 3Y | +48.6% | -35.2% | +83.8% | +57.2% |
| 5Y | +12.9% | -29.6% | +42.5% | +17.4% |
| 10Y | +63.2% | +12.2% | +51.0% | +54.2% |
| All | +1,477.2% | +10,953.7% | -9,476.5% | +732.3% |
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