+137.3%
CTVA vs SPG
+101.2%
+36.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -20.8% | +2.0% | -22.7% | -21.2% |
| 30D | -29.6% | +17.2% | -46.9% | -33.0% |
| 3M | -16.9% | +6.3% | -23.2% | -18.5% |
| 6M | -24.3% | +18.7% | -43.0% | -28.4% |
| YTD | -5.6% | +30.1% | -35.7% | -13.6% |
| 1Y | -4.2% | +32.8% | -36.9% | -12.9% |
| 3Y | +43.3% | +133.6% | -90.3% | +7.7% |
| 5Y | +35.7% | +84.4% | -48.7% | +7.7% |
| All | +137.3% | +101.2% | +36.1% | +97.9% |
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