+487.4%
STX vs CVS
+7.3%
+480.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.7% | +8.1% | +9.5% |
| 7D | -14.8% | -3.7% | -11.1% | -14.2% |
| 30D | -35.4% | -0.3% | -35.0% | -35.3% |
| 3M | -37.7% | -10.3% | -27.4% | -36.7% |
| 6M | -35.2% | -4.6% | -30.6% | -35.2% |
| YTD | +84.4% | +10.7% | +73.7% | +78.5% |
| 1Y | +82.3% | +11.2% | +71.0% | +76.4% |
| 3Y | +646.2% | +43.0% | +603.2% | +575.1% |
| 5Y | +487.4% | +8.6% | +478.8% | +512.5% |
| All | +487.4% | +7.3% | +480.1% | +512.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling