+3,621.5%
STX vs CVS
+40.0%
+3,581.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | +9.6% | -1.9% | +11.5% | +10.1% |
| 30D | +10.6% | -0.3% | +10.9% | +10.6% |
| 3M | +4.8% | -1.1% | +5.9% | +4.6% |
| 6M | +137.3% | +23.7% | +113.5% | +121.5% |
| YTD | +222.5% | +23.0% | +199.5% | +200.0% |
| 1Y | +366.2% | +37.2% | +329.1% | +319.5% |
| 3Y | +1,352.9% | +62.4% | +1,290.5% | +1,088.2% |
| 5Y | +1,077.4% | +31.8% | +1,045.6% | +936.4% |
| 10Y | +3,621.5% | +41.9% | +3,579.6% | +2,776.5% |
| All | +3,621.5% | +40.0% | +3,581.5% | +2,776.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling