+366.2%
STX vs CVS
+37.5%
+328.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | +9.6% | -1.9% | +11.5% | +9.9% |
| 30D | +10.6% | -0.3% | +10.9% | +10.6% |
| 3M | +4.8% | -1.1% | +5.9% | +4.1% |
| 6M | +137.3% | +23.7% | +113.5% | +119.5% |
| YTD | +222.5% | +23.0% | +199.5% | +191.9% |
| 1Y | +366.2% | +37.2% | +329.1% | +312.6% |
| All | +366.2% | +37.5% | +328.7% | +312.6% |
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