+19.2%
CTVA vs STZ
-14.3%
+33.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -5.8% | -6.0% | +0.2% | -5.5% |
| 30D | +11.1% | -8.9% | +19.9% | +11.6% |
| 3M | +13.2% | -12.6% | +25.8% | +13.8% |
| 6M | +8.7% | -17.2% | +25.9% | +9.4% |
| YTD | +27.3% | -10.0% | +37.3% | +27.8% |
| All | +19.2% | -14.3% | +33.5% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling