+197.6%
SPY vs CTVA
+131.3%
+66.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.1% |
| 7D | +2.6% | -20.8% | +23.4% | +7.9% |
| 30D | -2.0% | -29.6% | +27.6% | +6.5% |
| 3M | -2.8% | -16.9% | +14.1% | -0.2% |
| 6M | +2.1% | -24.3% | +26.4% | +7.2% |
| YTD | +11.5% | -5.6% | +17.1% | +8.7% |
| 1Y | +13.5% | -4.2% | +17.6% | +10.0% |
| 3Y | +77.7% | +43.3% | +34.4% | +47.6% |
| 5Y | +72.6% | +35.7% | +36.9% | +43.5% |
| All | +197.6% | +131.3% | +66.4% | +88.1% |
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