+75.1%
CTVA vs SPYG
+96.8%
-21.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -4.7% | -1.8% | -2.8% | -4.2% |
| 30D | +11.1% | -1.9% | +13.0% | +11.7% |
| 3M | +13.7% | +5.2% | +8.6% | +11.5% |
| 6M | +11.2% | +15.6% | -4.3% | +5.2% |
| YTD | +26.9% | +12.4% | +14.5% | +21.2% |
| 1Y | +18.8% | +17.5% | +1.4% | +11.3% |
| All | +75.1% | +96.8% | -21.6% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling