+0.4%
SPGI vs CTVA
-4.9%
+5.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +1.0% |
| 7D | +1.2% | -20.8% | +22.0% | +1.9% |
| 30D | +15.9% | -29.6% | +45.5% | +16.5% |
| 3M | +12.3% | -16.9% | +29.2% | +12.8% |
| 6M | +23.7% | -24.3% | +48.0% | +24.2% |
| YTD | -3.5% | -5.6% | +2.1% | -7.1% |
| 1Y | +0.4% | -4.2% | +4.6% | -4.0% |
| All | +0.4% | -4.9% | +5.3% | -4.0% |
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 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