+203.1%
SPY vs CTVA
+223.3%
-20.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +0.1% | +4.9% | -4.8% | -1.4% |
| 30D | +0.1% | +11.9% | -11.9% | -3.4% |
| 3M | +2.0% | +13.7% | -11.7% | -2.6% |
| 6M | +13.0% | +13.1% | -0.1% | +7.8% |
| YTD | +13.5% | +32.0% | -18.4% | +2.9% |
| 1Y | +20.0% | +22.1% | -2.1% | +11.0% |
| 3Y | +77.2% | +77.5% | -0.3% | +42.2% |
| 5Y | +81.9% | +106.3% | -24.4% | +36.1% |
| All | +203.1% | +223.3% | -20.2% | +78.1% |
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 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