-12.5%
SPGI vs CTVA
+22.4%
-34.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | +0.1% | +4.9% | -4.8% | 0.0% |
| 30D | +8.4% | +11.9% | -3.5% | +8.1% |
| 3M | +11.8% | +13.7% | -1.8% | +11.7% |
| 6M | +5.7% | +13.1% | -7.4% | +5.3% |
| YTD | -9.7% | +32.0% | -41.6% | -11.7% |
| 1Y | -12.5% | +22.1% | -34.5% | -14.3% |
| All | -12.5% | +22.4% | -34.9% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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