+105.2%
CTVA vs SPXS
-85.4%
+190.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | +0.1% |
| 7D | -4.7% | +6.4% | -11.0% | -3.4% |
| 30D | +11.1% | +6.0% | +5.1% | +12.4% |
| 3M | +13.7% | -11.6% | +25.3% | +11.0% |
| 6M | +11.2% | -28.7% | +39.9% | +4.1% |
| YTD | +26.9% | -26.3% | +53.2% | +20.1% |
| 1Y | +18.8% | -34.9% | +53.7% | +9.8% |
| 3Y | +75.9% | -79.5% | +155.4% | +33.8% |
| 5Y | +105.2% | -85.9% | +191.2% | +54.6% |
| All | +105.2% | -85.4% | +190.6% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling