+476.2%
STX vs CTVA
+34.7%
+441.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.6% |
| 7D | +14.6% | -20.8% | +35.4% | +18.8% |
| 30D | -26.0% | -29.6% | +3.7% | -21.4% |
| 3M | -42.6% | -16.9% | -25.7% | -41.9% |
| 6M | -35.3% | -24.3% | -11.0% | -33.3% |
| YTD | +92.5% | -5.6% | +98.1% | +85.5% |
| 1Y | +102.4% | -4.2% | +106.6% | +94.1% |
| 3Y | +673.8% | +43.3% | +630.5% | +535.5% |
| All | +476.2% | +34.7% | +441.5% | +346.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling