+21.1%
STM vs CTVA
+78.5%
-57.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | +5.2% | -2.1% | +7.3% | +5.9% |
| 30D | -7.4% | +12.0% | -19.4% | -10.9% |
| 3M | -30.6% | +13.5% | -44.1% | -34.6% |
| 6M | +66.4% | +12.1% | +54.3% | +57.6% |
| YTD | +101.1% | +29.0% | +72.1% | +80.5% |
| 1Y | +97.4% | +18.9% | +78.5% | +81.8% |
| 3Y | +21.1% | +78.9% | -57.7% | -1.4% |
| All | +21.1% | +78.5% | -57.4% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling