+18.8%
CTVA vs SPY
+17.2%
+1.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -4.7% | -2.0% | -2.7% | -4.5% |
| 30D | +11.1% | -1.7% | +12.7% | +11.3% |
| 3M | +13.7% | +4.7% | +9.0% | +12.5% |
| 6M | +11.2% | +12.5% | -1.3% | +8.1% |
| YTD | +26.9% | +11.7% | +15.2% | +23.6% |
| 1Y | +18.8% | +17.5% | +1.3% | +17.6% |
| All | +18.8% | +17.2% | +1.6% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling