+212.2%
STM vs CTVA
+198.5%
+13.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -7.9% | +2.4% | -10.4% | -8.9% |
| 30D | -14.1% | -8.1% | -6.1% | -11.3% |
| 3M | -17.6% | +6.3% | -23.9% | -21.3% |
| 6M | -24.2% | +0.4% | -24.7% | -26.6% |
| YTD | +73.3% | +21.8% | +51.5% | +52.9% |
| 1Y | +90.1% | +24.9% | +65.2% | +65.5% |
| 3Y | +10.3% | +92.3% | -82.0% | -24.1% |
| 5Y | -5.7% | +78.9% | -84.6% | -34.4% |
| All | +212.2% | +198.5% | +13.7% | +49.1% |
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