+10,374.7%
STX vs CVS
+963.8%
+9,410.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.6% | +9.4% | +9.8% |
| 7D | -1.0% | +12.0% | -12.9% | -4.8% |
| 30D | -26.8% | +2.8% | -29.5% | -27.7% |
| 3M | -32.7% | -3.6% | -29.1% | -32.3% |
| 6M | -33.7% | -1.6% | -32.1% | -34.3% |
| YTD | +101.0% | +16.3% | +84.7% | +86.7% |
| 1Y | +92.7% | +15.5% | +77.2% | +79.5% |
| 3Y | +708.7% | +48.1% | +660.6% | +553.6% |
| 5Y | +504.0% | +12.3% | +491.7% | +436.9% |
| 10Y | +2,108.4% | +62.7% | +2,045.7% | +1,505.3% |
| All | +10,374.7% | +963.8% | +9,410.9% | +3,552.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling