+218.9%
CTVA vs SPY
+197.3%
+21.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | -4.7% | -2.0% | -2.7% | -3.0% |
| 30D | +11.1% | -1.7% | +12.7% | +12.6% |
| 3M | +13.7% | +4.7% | +9.0% | +8.8% |
| 6M | +11.2% | +12.5% | -1.3% | -0.3% |
| YTD | +26.9% | +11.7% | +15.2% | +14.4% |
| 1Y | +18.8% | +17.5% | +1.3% | +2.2% |
| 3Y | +75.9% | +76.6% | -0.6% | +3.3% |
| 5Y | +105.2% | +82.0% | +23.2% | +14.9% |
| All | +218.9% | +197.3% | +21.7% | -5.3% |
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