+1,463.5%
CVS vs STZ
+11,023.3%
-9,559.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -2.6% | +5.3% | -8.0% | -3.7% |
| 30D | +4.0% | +19.6% | -15.5% | +0.4% |
| 3M | -6.3% | +10.0% | -16.2% | -8.2% |
| 6M | -0.4% | -0.3% | -0.1% | -0.9% |
| YTD | +15.6% | +8.6% | +7.0% | +12.7% |
| 1Y | +18.3% | +16.6% | +1.7% | +13.8% |
| 3Y | +47.3% | -34.8% | +82.1% | +55.7% |
| 5Y | +13.2% | -27.8% | +41.0% | +17.1% |
| 10Y | +57.2% | +12.5% | +44.7% | +48.4% |
| All | +1,463.5% | +11,023.3% | -9,559.8% | +724.1% |
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