+147.6%
SPGI vs CTVA
+197.0%
-49.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | -0.9% | +1.6% | -2.5% | -1.3% |
| 30D | +15.5% | -8.5% | +24.0% | +18.4% |
| 3M | +15.7% | +5.3% | +10.4% | +12.8% |
| 6M | +19.1% | -0.1% | +19.1% | +17.3% |
| YTD | -4.1% | +21.2% | -25.3% | -11.8% |
| 1Y | +1.2% | +27.0% | -25.8% | -8.5% |
| 3Y | +31.6% | +87.2% | -55.6% | +1.7% |
| 5Y | +12.4% | +77.9% | -65.5% | -13.8% |
| All | +147.6% | +197.0% | -49.4% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling