+1,144.9%
STX vs CVS
+31.3%
+1,113.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.6% |
| 7D | +10.7% | -1.6% | +12.3% | +11.0% |
| 30D | +11.3% | +0.4% | +10.9% | +11.1% |
| 3M | +3.2% | -0.4% | +3.7% | +2.9% |
| 6M | +157.0% | +25.1% | +131.8% | +145.0% |
| YTD | +229.2% | +23.9% | +205.3% | +213.0% |
| 1Y | +381.8% | +41.1% | +340.8% | +347.9% |
| 3Y | +1,383.2% | +63.6% | +1,319.6% | +1,197.0% |
| 5Y | +1,144.9% | +31.5% | +1,113.4% | +1,080.7% |
| All | +1,144.9% | +31.3% | +1,113.5% | +1,080.7% |
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