+36.6%
CTVA vs SGI
+41.4%
-4.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -20.8% | -5.3% | -15.4% | -19.8% |
| 30D | -29.6% | -2.1% | -27.6% | -29.3% |
| 3M | -16.9% | -8.2% | -8.7% | -15.7% |
| 6M | -24.3% | -4.6% | -19.7% | -23.9% |
| YTD | -5.6% | -31.5% | +25.8% | 0.0% |
| 1Y | -4.2% | -30.8% | +26.7% | +1.3% |
| 3Y | +43.3% | +67.2% | -23.9% | +28.2% |
| All | +36.6% | +41.4% | -4.8% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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