+96.5%
STM vs CTVA
+33.4%
+63.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.2% | -9.3% | -6.1% |
| 7D | -6.0% | +8.2% | -14.2% | -6.3% |
| 30D | -20.9% | -1.0% | -19.9% | -20.6% |
| 3M | -15.8% | +4.6% | -20.3% | -16.1% |
| 6M | -17.0% | +0.5% | -17.5% | -18.6% |
| YTD | +76.8% | +22.7% | +54.1% | +56.3% |
| 1Y | +96.5% | +32.0% | +64.5% | +68.3% |
| All | +96.5% | +33.4% | +63.0% | +68.3% |
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