+105.1%
CTVA vs SPG
+101.9%
+3.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.1% | -0.2% |
| 7D | -5.8% | -2.7% | -3.1% | -5.0% |
| 30D | +11.1% | -7.3% | +18.3% | +13.8% |
| 3M | +13.2% | -3.5% | +16.7% | +14.4% |
| 6M | +8.7% | +8.5% | +0.2% | +5.3% |
| YTD | +27.3% | +13.0% | +14.3% | +21.3% |
| 1Y | +18.0% | +18.0% | 0.0% | +10.6% |
| 3Y | +76.5% | +104.5% | -28.0% | +34.7% |
| 5Y | +105.1% | +102.0% | +3.1% | +50.0% |
| All | +105.1% | +101.9% | +3.2% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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