+105.1%
CTVA vs SPXU
-86.1%
+191.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -1.2% |
| 7D | -4.5% | +2.5% | -7.0% | -4.0% |
| 30D | +11.3% | +4.2% | +7.1% | +12.3% |
| 3M | +12.3% | -9.3% | +21.6% | +10.2% |
| 6M | +7.2% | -30.7% | +37.9% | -0.3% |
| YTD | +26.0% | -28.1% | +54.1% | +18.6% |
| 1Y | +16.0% | -35.2% | +51.3% | +7.1% |
| 3Y | +73.9% | -79.9% | +153.8% | +31.4% |
| All | +105.1% | -86.1% | +191.2% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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