+1,383.2%
STX vs CTVA
+78.5%
+1,304.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.2% | +8.7% | +6.8% |
| 7D | +10.7% | -2.1% | +12.8% | +11.0% |
| 30D | +11.3% | +12.0% | -0.8% | +9.3% |
| 3M | +3.2% | +13.5% | -10.3% | +0.2% |
| 6M | +157.0% | +12.1% | +144.9% | +150.0% |
| YTD | +229.2% | +29.0% | +200.2% | +211.8% |
| 1Y | +381.8% | +18.9% | +363.0% | +363.1% |
| 3Y | +1,383.2% | +78.9% | +1,304.3% | +1,210.0% |
| All | +1,383.2% | +78.5% | +1,304.7% | +1,210.0% |
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 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