+2,477.6%
STX vs CTVA
+210.9%
+2,266.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +8.0% | -4.7% | +12.6% | +9.6% |
| 30D | +5.1% | +11.1% | -6.0% | +1.2% |
| 3M | +5.8% | +13.7% | -8.0% | 0.0% |
| 6M | +124.9% | +11.2% | +113.7% | +114.2% |
| YTD | +213.9% | +26.9% | +187.0% | +185.1% |
| 1Y | +350.4% | +18.8% | +331.6% | +314.9% |
| 3Y | +1,314.2% | +75.9% | +1,238.3% | +1,003.7% |
| 5Y | +1,092.8% | +105.2% | +987.6% | +763.6% |
| All | +2,477.6% | +210.9% | +2,266.7% | +1,344.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling