+123.8%
STX vs CVS
+5.1%
+118.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -12.5% | +4.4% | -5.3% |
| 7D | -20.2% | -11.1% | -9.1% | -17.9% |
| 30D | -37.2% | -7.4% | -29.8% | -36.0% |
| 3M | -34.1% | -22.9% | -11.2% | -30.0% |
| 6M | -24.5% | -1.2% | -23.3% | -27.0% |
| YTD | +102.9% | +3.9% | +99.1% | +81.0% |
| 1Y | +123.8% | +5.6% | +118.2% | +99.0% |
| All | +123.8% | +5.1% | +118.7% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 1y: compounded portfolio wealth divided by compounded CVS 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…
1y analysis · Full analysis span regression · 6 months rolling