+224.3%
CTVA vs SPXU
-98.6%
+322.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -1.8% |
| 7D | -2.1% | -1.5% | -0.6% | -2.5% |
| 30D | +12.0% | +3.7% | +8.3% | +13.2% |
| 3M | +13.5% | -9.6% | +23.0% | +10.5% |
| 6M | +12.1% | -32.4% | +44.5% | +1.0% |
| YTD | +29.0% | -28.7% | +57.7% | +18.5% |
| 1Y | +18.9% | -38.2% | +57.1% | +5.2% |
| 3Y | +78.9% | -80.4% | +159.3% | +21.2% |
| 5Y | +105.2% | -86.0% | +191.3% | +42.2% |
| All | +224.3% | -98.6% | +322.9% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling