+205.4%
CTVA vs STT
+274.0%
-68.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.9% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | -8.7% | -0.4% | -8.3% | -8.7% |
| 3M | +6.4% | -6.5% | +12.9% | +9.0% |
| 6M | -1.9% | +17.2% | -19.1% | -9.4% |
| YTD | +21.5% | +38.2% | -16.7% | +3.6% |
| 1Y | +24.3% | +49.3% | -25.0% | +2.3% |
| 3Y | +91.8% | +181.9% | -90.1% | +17.0% |
| 5Y | +78.4% | +106.9% | -28.5% | +19.8% |
| All | +205.4% | +274.0% | -68.6% | +42.7% |
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