+231.7%
CTVA vs SPY
+202.1%
+29.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +11.9% | +0.1% | +11.9% | +11.8% |
| 3M | +13.7% | +2.0% | +11.7% | +11.3% |
| 6M | +13.1% | +13.0% | +0.1% | +1.1% |
| YTD | +32.0% | +13.5% | +18.4% | +17.3% |
| 1Y | +22.1% | +20.0% | +2.1% | +3.2% |
| 3Y | +77.5% | +77.2% | +0.3% | +4.0% |
| 5Y | +106.3% | +81.9% | +24.4% | +16.1% |
| All | +231.7% | +202.1% | +29.6% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling