+137.3%
CTVA vs STZ
-17.6%
+154.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | -20.8% | +2.6% | -23.3% | -21.5% |
| 30D | -29.6% | +15.2% | -44.8% | -33.4% |
| 3M | -16.9% | +7.6% | -24.5% | -19.5% |
| 6M | -24.3% | +5.3% | -29.5% | -26.4% |
| YTD | -5.6% | +8.6% | -14.2% | -10.6% |
| 1Y | -4.2% | +15.6% | -19.7% | -11.9% |
| 3Y | +43.3% | -35.2% | +78.4% | +65.4% |
| 5Y | +35.7% | -29.1% | +64.8% | +47.2% |
| All | +137.3% | -17.6% | +154.9% | +132.7% |
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