+105.1%
CTVA vs STZ
-38.0%
+143.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -5.8% | -6.0% | +0.2% | -4.3% |
| 30D | +11.1% | -8.9% | +19.9% | +13.6% |
| 3M | +13.2% | -12.6% | +25.8% | +16.8% |
| 6M | +8.7% | -17.2% | +25.9% | +13.3% |
| YTD | +27.3% | -10.0% | +37.3% | +28.6% |
| 1Y | +18.0% | -14.3% | +32.3% | +20.7% |
| 3Y | +76.5% | -49.9% | +126.4% | +115.1% |
| 5Y | +105.1% | -38.2% | +143.3% | +117.2% |
| All | +105.1% | -38.0% | +143.1% | +117.2% |
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 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