+231.7%
CTVA vs SPG
+78.9%
+152.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +4.9% | -2.4% | +7.3% | +5.7% |
| 30D | +11.9% | -6.8% | +18.8% | +14.4% |
| 3M | +13.7% | +2.7% | +11.0% | +12.6% |
| 6M | +13.1% | +5.5% | +7.7% | +10.8% |
| YTD | +32.0% | +15.7% | +16.2% | +25.3% |
| 1Y | +22.1% | +20.9% | +1.2% | +14.3% |
| 3Y | +77.5% | +112.4% | -34.9% | +37.4% |
| 5Y | +106.3% | +101.4% | +4.9% | +59.3% |
| All | +231.7% | +78.9% | +152.7% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling