+1,077.4%
STX vs CTVA
+103.5%
+973.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | +9.6% | -5.8% | +15.4% | +11.2% |
| 30D | +10.6% | +11.1% | -0.5% | +7.2% |
| 3M | +4.8% | +13.2% | -8.4% | -0.1% |
| 6M | +137.3% | +8.7% | +128.5% | +128.8% |
| YTD | +222.5% | +27.3% | +195.2% | +196.2% |
| 1Y | +366.2% | +18.0% | +348.2% | +335.7% |
| 3Y | +1,352.9% | +76.5% | +1,276.4% | +1,064.1% |
| 5Y | +1,077.4% | +105.1% | +972.3% | +730.2% |
| All | +1,077.4% | +103.5% | +973.9% | +730.2% |
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