+198.3%
SPY vs CTVA
+210.9%
-12.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.0% | -4.7% | +2.7% | -0.6% |
| 30D | -1.7% | +11.1% | -12.7% | -4.8% |
| 3M | +4.7% | +13.7% | -9.0% | -0.1% |
| 6M | +12.5% | +11.2% | +1.3% | +7.8% |
| YTD | +11.7% | +26.9% | -15.2% | +2.4% |
| 1Y | +17.5% | +18.8% | -1.3% | +9.5% |
| 3Y | +76.6% | +75.9% | +0.6% | +41.9% |
| 5Y | +82.0% | +105.2% | -23.2% | +36.2% |
| All | +198.3% | +210.9% | -12.6% | +77.3% |
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