+119.9%
SPGI vs CTVA
+211.9%
-91.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -2.1% |
| 7D | -3.1% | -5.8% | +2.7% | -1.3% |
| 30D | +2.0% | +11.1% | -9.0% | -1.3% |
| 3M | +4.3% | +13.2% | -8.9% | -0.3% |
| 6M | -0.2% | +8.7% | -9.0% | -3.8% |
| YTD | -14.8% | +27.3% | -42.1% | -22.2% |
| 1Y | -18.5% | +18.0% | -36.5% | -24.0% |
| 3Y | +16.0% | +76.5% | -60.5% | -7.6% |
| 5Y | +2.2% | +105.1% | -102.9% | -25.3% |
| All | +119.9% | +211.9% | -91.9% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling