+231.7%
CTVA vs STT
+315.0%
-83.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.0% |
| 3M | +13.7% | +20.0% | -6.3% | +4.4% |
| 6M | +13.1% | +55.3% | -42.2% | -7.7% |
| YTD | +32.0% | +53.3% | -21.4% | +7.9% |
| 1Y | +22.1% | +74.7% | -52.6% | -6.0% |
| 3Y | +77.5% | +205.8% | -128.3% | +4.8% |
| 5Y | +106.3% | +145.0% | -38.7% | +28.1% |
| All | +231.7% | +315.0% | -83.3% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling