+218.9%
CTVA vs FDS
+1.7%
+217.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | +1.5% |
| 7D | -4.7% | -16.0% | +11.3% | +0.7% |
| 30D | +11.1% | -6.7% | +17.8% | +13.2% |
| 3M | +13.7% | +6.0% | +7.8% | +10.3% |
| 6M | +11.2% | +25.1% | -13.9% | -0.1% |
| YTD | +26.9% | -8.1% | +35.0% | +27.7% |
| 1Y | +18.8% | -26.0% | +44.8% | +30.2% |
| 3Y | +75.9% | -36.4% | +112.4% | +103.8% |
| 5Y | +105.2% | -27.7% | +133.0% | +116.0% |
| All | +218.9% | +1.7% | +217.2% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling