+219.9%
CTVA vs SPYG
+243.3%
-23.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.1% |
| 7D | -5.8% | +0.3% | -6.1% | -6.0% |
| 30D | +11.1% | -1.7% | +12.8% | +12.1% |
| 3M | +13.2% | +3.6% | +9.6% | +10.1% |
| 6M | +8.7% | +16.6% | -7.9% | -2.2% |
| YTD | +27.3% | +13.4% | +13.9% | +16.3% |
| 1Y | +18.0% | +19.6% | -1.6% | +3.8% |
| 3Y | +76.5% | +99.8% | -23.3% | +6.8% |
| 5Y | +105.1% | +85.0% | +20.1% | +28.9% |
| All | +219.9% | +243.3% | -23.4% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling