+78.9%
CTVA vs STZ
-27.6%
+106.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.4% | +5.3% | -2.9% | +1.1% |
| 30D | -8.1% | +19.6% | -27.7% | -12.2% |
| 3M | +6.3% | +10.0% | -3.7% | +3.5% |
| 6M | +0.4% | -0.3% | +0.7% | -0.1% |
| YTD | +21.8% | +8.6% | +13.3% | +17.1% |
| 1Y | +24.9% | +16.6% | +8.3% | +17.2% |
| 3Y | +92.3% | -34.8% | +127.1% | +115.8% |
| All | +78.9% | -27.6% | +106.4% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling