+137.3%
CTVA vs STT
+272.5%
-135.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.7% |
| 7D | -20.8% | +4.8% | -25.5% | -22.3% |
| 30D | -29.6% | +3.9% | -33.6% | -30.9% |
| 3M | -16.9% | -8.2% | -8.7% | -14.2% |
| 6M | -24.3% | +15.6% | -39.9% | -29.6% |
| YTD | -5.6% | +37.6% | -43.2% | -19.3% |
| 1Y | -4.2% | +50.1% | -54.3% | -21.3% |
| 3Y | +43.3% | +183.1% | -139.8% | -12.8% |
| 5Y | +35.7% | +104.8% | -69.1% | -8.4% |
| All | +137.3% | +272.5% | -135.2% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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