+5.1%
SPGI vs CTVA
+104.3%
-99.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.7% |
| 7D | -2.5% | -2.1% | -0.4% | -2.1% |
| 30D | +5.4% | +12.0% | -6.6% | +2.8% |
| 3M | +9.0% | +13.5% | -4.4% | +5.6% |
| 6M | +0.8% | +12.1% | -11.3% | -2.5% |
| YTD | -12.6% | +29.0% | -41.6% | -18.4% |
| 1Y | -16.1% | +18.9% | -35.0% | -20.3% |
| 3Y | +19.0% | +78.9% | -59.9% | +1.2% |
| 5Y | +5.1% | +105.2% | -100.2% | -14.8% |
| All | +5.1% | +104.3% | -99.3% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling