+16,011.1%
STX vs CVS
+1,041.4%
+14,969.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.5% |
| 7D | +2.4% | +4.0% | -1.6% | +0.9% |
| 30D | +1.4% | -2.4% | +3.8% | +2.1% |
| 3M | -8.2% | +2.7% | -10.9% | -9.6% |
| 6M | +127.0% | +21.9% | +105.2% | +109.9% |
| YTD | +209.1% | +24.7% | +184.4% | +181.9% |
| 1Y | +365.4% | +35.4% | +330.0% | +310.8% |
| 3Y | +1,135.4% | +65.2% | +1,070.2% | +861.5% |
| 5Y | +991.5% | +30.5% | +961.0% | +821.9% |
| 10Y | +3,695.8% | +40.4% | +3,655.4% | +2,843.7% |
| All | +16,011.1% | +1,041.4% | +14,969.7% | +5,415.6% |
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 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