+259.4%
STM vs CTVA
+211.9%
+47.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.2% |
| 7D | +1.7% | -5.8% | +7.5% | +4.4% |
| 30D | -5.2% | +11.1% | -16.2% | -9.9% |
| 3M | -29.6% | +13.2% | -42.8% | -34.6% |
| 6M | +54.4% | +8.7% | +45.6% | +46.1% |
| YTD | +99.5% | +27.3% | +72.2% | +75.0% |
| 1Y | +100.8% | +18.0% | +82.8% | +80.9% |
| 3Y | +20.2% | +76.5% | -56.3% | -12.7% |
| 5Y | +21.1% | +105.1% | -83.9% | -20.4% |
| All | +259.4% | +211.9% | +47.5% | +70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling