+226.4%
STM vs CTVA
+131.3%
+95.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.5% |
| 7D | +12.0% | -20.8% | +32.8% | +20.5% |
| 30D | -0.4% | -29.6% | +29.3% | +12.3% |
| 3M | -13.2% | -16.9% | +3.7% | -10.3% |
| 6M | -26.1% | -24.3% | -1.8% | -21.2% |
| YTD | +81.2% | -5.6% | +86.8% | +73.5% |
| 1Y | +98.3% | -4.2% | +102.5% | +88.4% |
| 3Y | +16.7% | +43.3% | -26.6% | -11.0% |
| 5Y | -4.8% | +35.7% | -40.6% | -27.2% |
| All | +226.4% | +131.3% | +95.1% | +69.3% |
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 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