+708.1%
STX vs CTVA
+92.4%
+615.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.2% | +10.2% | +10.0% |
| 7D | -1.0% | -1.0% | 0.0% | -0.8% |
| 30D | -26.8% | -8.7% | -18.0% | -25.9% |
| 3M | -32.7% | +6.4% | -39.1% | -33.7% |
| 6M | -33.7% | -1.9% | -31.9% | -34.2% |
| YTD | +101.0% | +21.5% | +79.5% | +90.1% |
| 1Y | +92.7% | +24.3% | +68.4% | +81.4% |
| All | +708.1% | +92.4% | +615.8% | +595.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling