+366.2%
STX vs CTVA
+17.0%
+349.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.3% |
| 7D | +9.6% | -5.8% | +15.4% | +8.4% |
| 30D | +10.6% | +11.1% | -0.5% | +12.5% |
| 3M | +4.8% | +13.2% | -8.4% | +5.9% |
| 6M | +137.3% | +8.7% | +128.5% | +140.1% |
| YTD | +222.5% | +27.3% | +195.2% | +243.2% |
| 1Y | +366.2% | +18.0% | +348.2% | +361.0% |
| All | +366.2% | +17.0% | +349.3% | +361.0% |
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