+137.3%
CTVA vs FDS
+28.7%
+108.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -20.8% | +1.5% | -22.2% | -21.1% |
| 30D | -29.6% | +14.8% | -44.5% | -32.6% |
| 3M | -16.9% | +16.3% | -33.2% | -21.2% |
| 6M | -24.3% | +66.2% | -90.5% | -37.3% |
| YTD | -5.6% | +16.2% | -21.8% | -12.0% |
| 1Y | -4.2% | +21.8% | -26.0% | -12.9% |
| 3Y | +43.3% | -23.9% | +67.2% | +58.0% |
| 5Y | +35.7% | -23.1% | +58.8% | +45.7% |
| All | +137.3% | +28.7% | +108.6% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling