-25.5%
CTVA vs STZ
+2.9%
-28.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +0.3% | -24.6% | -24.4% |
| 7D | -23.7% | 0.0% | -23.7% | -23.7% |
| 30D | -31.2% | +14.7% | -45.9% | -33.0% |
| 3M | -18.7% | +8.8% | -27.5% | -21.0% |
| 6M | -25.5% | +3.1% | -28.6% | -28.0% |
| All | -25.5% | +2.9% | -28.4% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling