-9.2%
STM vs CTVA
+82.6%
-91.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +6.2% |
| 7D | -5.6% | +1.6% | -7.2% | -6.1% |
| 30D | -14.4% | -8.5% | -5.9% | -12.1% |
| 3M | -20.5% | +5.3% | -25.7% | -23.1% |
| 6M | -24.5% | -0.1% | -24.4% | -26.4% |
| YTD | +72.7% | +21.2% | +51.5% | +54.9% |
| 1Y | +91.0% | +27.0% | +64.0% | +67.8% |
| 3Y | +13.5% | +87.2% | -73.7% | -16.7% |
| 5Y | -9.2% | +77.9% | -87.1% | -32.3% |
| All | -9.2% | +82.6% | -91.8% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling