+218.9%
CTVA vs STZ
-30.5%
+249.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.0% |
| 7D | -4.7% | -4.1% | -0.6% | -3.2% |
| 30D | +11.1% | -7.6% | +18.7% | +14.2% |
| 3M | +13.7% | -12.3% | +26.0% | +18.9% |
| 6M | +11.2% | -16.3% | +27.5% | +17.6% |
| YTD | +26.9% | -8.4% | +35.2% | +28.4% |
| 1Y | +18.8% | -10.8% | +29.6% | +20.9% |
| 3Y | +75.9% | -49.0% | +124.9% | +124.3% |
| 5Y | +105.2% | -36.5% | +141.7% | +130.5% |
| All | +218.9% | -30.5% | +249.5% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling