+149.7%
SPGI vs CTVA
+197.7%
-48.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.4% | -1.0% | -0.4% | -1.1% |
| 30D | +15.3% | -8.7% | +24.0% | +18.3% |
| 3M | +16.5% | +6.4% | +10.1% | +13.2% |
| 6M | +19.8% | -1.9% | +21.7% | +18.7% |
| YTD | -3.2% | +21.5% | -24.8% | -11.1% |
| 1Y | +1.8% | +24.3% | -22.5% | -7.3% |
| 3Y | +30.6% | +91.8% | -61.2% | +0.1% |
| 5Y | +16.0% | +78.4% | -62.4% | -11.2% |
| All | +149.7% | +197.7% | -48.0% | +40.0% |
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