+365.4%
STX vs CTVA
+22.4%
+343.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.2% |
| 7D | +2.4% | +4.9% | -2.6% | +3.3% |
| 30D | +1.4% | +11.9% | -10.5% | +3.5% |
| 3M | -8.2% | +13.7% | -21.9% | -6.7% |
| 6M | +127.0% | +13.1% | +113.9% | +131.4% |
| YTD | +209.1% | +32.0% | +177.2% | +231.5% |
| 1Y | +365.4% | +22.1% | +343.4% | +372.4% |
| All | +365.4% | +22.4% | +343.0% | +372.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling