+264.2%
STM vs CTVA
+223.3%
+40.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.3% |
| 7D | +5.8% | +4.9% | +0.8% | +3.4% |
| 30D | -1.0% | +11.9% | -12.9% | -6.3% |
| 3M | -33.3% | +13.7% | -46.9% | -38.0% |
| 6M | +57.4% | +13.1% | +44.2% | +46.3% |
| YTD | +102.2% | +32.0% | +70.2% | +74.5% |
| 1Y | +99.6% | +22.1% | +77.5% | +77.2% |
| 3Y | +14.5% | +77.5% | -63.0% | -16.9% |
| 5Y | +21.4% | +106.3% | -84.9% | -20.2% |
| All | +264.2% | +223.3% | +40.9% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling