+224.3%
CTVA vs SPMO
+315.2%
-91.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.5% |
| 7D | -2.1% | +3.4% | -5.5% | -4.1% |
| 30D | +12.0% | +0.5% | +11.5% | +11.4% |
| 3M | +13.5% | +1.9% | +11.6% | +10.2% |
| 6M | +12.1% | +27.8% | -15.7% | -7.4% |
| YTD | +29.0% | +26.7% | +2.4% | +7.0% |
| 1Y | +18.9% | +28.9% | -10.0% | -2.9% |
| 3Y | +78.9% | +160.7% | -81.8% | -17.3% |
| 5Y | +105.2% | +150.2% | -44.9% | -2.7% |
| All | +224.3% | +315.2% | -91.0% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling