+83.0%
CTVA vs STT
+206.4%
-123.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +4.9% | +0.5% | +4.5% | +4.7% |
| 30D | +11.9% | +3.9% | +8.1% | +10.2% |
| 3M | +13.7% | +20.0% | -6.3% | +5.3% |
| 6M | +13.1% | +55.3% | -42.2% | -6.5% |
| YTD | +32.0% | +53.3% | -21.4% | +9.2% |
| 1Y | +22.1% | +74.7% | -52.6% | -5.1% |
| All | +83.0% | +206.4% | -123.4% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling