+73.9%
CTVA vs SPMO
+155.8%
-81.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -4.5% | -0.9% | -3.6% | -4.3% |
| 30D | +11.3% | -1.9% | +13.2% | +11.8% |
| 3M | +12.3% | -1.4% | +13.7% | +12.0% |
| 6M | +7.2% | +25.5% | -18.3% | -3.0% |
| YTD | +26.0% | +24.8% | +1.2% | +14.2% |
| 1Y | +16.0% | +24.5% | -8.5% | +5.2% |
| 3Y | +73.9% | +157.1% | -83.2% | +7.1% |
| All | +73.9% | +155.8% | -81.9% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling