+1,292.8%
STX vs CVS
+65.8%
+1,227.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.4% |
| 7D | +2.4% | +4.0% | -1.6% | +2.1% |
| 30D | +1.4% | -2.4% | +3.8% | +1.5% |
| 3M | -8.2% | +2.7% | -10.9% | -8.6% |
| 6M | +127.0% | +21.9% | +105.2% | +121.8% |
| YTD | +209.1% | +24.7% | +184.4% | +200.5% |
| 1Y | +365.4% | +35.4% | +330.0% | +350.9% |
| All | +1,292.8% | +65.8% | +1,227.0% | +1,287.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling