-25.5%
CTVA vs SPG
+16.3%
-41.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.5% | -23.8% | -24.2% |
| 7D | -23.7% | +3.1% | -26.8% | -24.1% |
| 30D | -31.2% | +16.4% | -47.6% | -32.6% |
| 3M | -18.7% | +7.1% | -25.8% | -19.0% |
| 6M | -25.5% | +16.1% | -41.6% | -25.6% |
| All | -25.5% | +16.3% | -41.8% | -25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling