+100.8%
STM vs CTVA
+17.0%
+83.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +1.7% | -5.8% | +7.5% | +2.0% |
| 30D | -5.2% | +11.1% | -16.2% | -5.9% |
| 3M | -29.6% | +13.2% | -42.8% | -31.9% |
| 6M | +54.4% | +8.7% | +45.6% | +50.8% |
| YTD | +99.5% | +27.3% | +72.2% | +93.0% |
| 1Y | +100.8% | +18.0% | +82.8% | +92.3% |
| All | +100.8% | +17.0% | +83.8% | +92.3% |
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