+115.7%
SPGI vs CTVA
+210.9%
-95.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -8.9% | -4.7% | -4.3% | -7.5% |
| 30D | +0.6% | +11.1% | -10.4% | -2.7% |
| 3M | +2.0% | +13.7% | -11.7% | -2.7% |
| 6M | +0.1% | +11.2% | -11.1% | -4.2% |
| YTD | -16.4% | +26.9% | -43.3% | -23.6% |
| 1Y | -18.9% | +18.8% | -37.7% | -24.6% |
| 3Y | +13.8% | +75.9% | -62.2% | -9.3% |
| 5Y | +0.5% | +105.2% | -104.7% | -26.5% |
| All | +115.7% | +210.9% | -95.2% | +20.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling