+99.6%
STM vs CTVA
+22.4%
+77.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +1.9% |
| 7D | +5.8% | +4.9% | +0.8% | +5.5% |
| 30D | -1.0% | +11.9% | -12.9% | -1.7% |
| 3M | -33.3% | +13.7% | -46.9% | -35.0% |
| 6M | +57.4% | +13.1% | +44.2% | +53.3% |
| YTD | +102.2% | +32.0% | +70.2% | +95.2% |
| 1Y | +99.6% | +22.1% | +77.5% | +91.5% |
| All | +99.6% | +22.4% | +77.2% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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