+216.7%
CTVA vs SPXS
-98.6%
+315.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -1.4% |
| 7D | -4.5% | +2.5% | -7.0% | -3.8% |
| 30D | +11.3% | +4.2% | +7.1% | +12.6% |
| 3M | +12.3% | -9.3% | +21.6% | +9.4% |
| 6M | +7.2% | -30.7% | +37.9% | -2.7% |
| YTD | +26.0% | -28.1% | +54.1% | +16.0% |
| 1Y | +16.0% | -35.1% | +51.1% | +4.2% |
| 3Y | +73.9% | -79.6% | +153.5% | +19.6% |
| 5Y | +103.8% | -86.3% | +190.1% | +40.3% |
| All | +216.7% | -98.6% | +315.3% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling