+137.3%
CTVA vs SPY
+196.6%
-59.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.9% |
| 7D | -20.8% | +2.6% | -23.4% | -22.4% |
| 30D | -29.6% | -2.0% | -27.6% | -28.6% |
| 3M | -16.9% | -2.8% | -14.1% | -15.2% |
| 6M | -24.3% | +2.1% | -26.4% | -26.2% |
| YTD | -5.6% | +11.5% | -17.1% | -15.0% |
| 1Y | -4.2% | +13.5% | -17.6% | -15.0% |
| 3Y | +43.3% | +77.7% | -34.4% | -16.5% |
| 5Y | +35.7% | +72.6% | -36.9% | -19.7% |
| All | +137.3% | +196.6% | -59.4% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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