+216.7%
CTVA vs SPYG
+243.2%
-26.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | -4.5% | -0.9% | -3.6% | -4.0% |
| 30D | +11.3% | -1.5% | +12.8% | +12.2% |
| 3M | +12.3% | +3.7% | +8.6% | +9.2% |
| 6M | +7.2% | +16.4% | -9.2% | -3.5% |
| YTD | +26.0% | +13.3% | +12.7% | +15.2% |
| 1Y | +16.0% | +17.9% | -1.8% | +3.1% |
| 3Y | +73.9% | +98.3% | -24.4% | +5.8% |
| 5Y | +103.8% | +86.4% | +17.4% | +27.1% |
| All | +216.7% | +243.2% | -26.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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