+231.7%
CTVA vs STZ
-28.1%
+259.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +4.9% | -1.9% | +6.9% | +5.7% |
| 30D | +11.9% | -1.9% | +13.8% | +12.5% |
| 3M | +13.7% | -6.2% | +19.9% | +15.9% |
| 6M | +13.1% | -14.0% | +27.2% | +18.5% |
| YTD | +32.0% | -5.1% | +37.1% | +31.8% |
| 1Y | +22.1% | -9.6% | +31.6% | +23.7% |
| 3Y | +77.5% | -47.2% | +124.7% | +123.5% |
| 5Y | +106.3% | -33.6% | +139.9% | +127.6% |
| All | +231.7% | -28.1% | +259.7% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling