+43.3%
CTVA vs FDS
-23.3%
+66.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | -20.8% | +1.5% | -22.2% | -20.9% |
| 30D | -29.6% | +14.8% | -44.5% | -30.7% |
| 3M | -16.9% | +16.3% | -33.2% | -18.5% |
| 6M | -24.3% | +66.2% | -90.5% | -29.5% |
| YTD | -5.6% | +16.2% | -21.8% | -5.1% |
| 1Y | -4.2% | +21.8% | -26.0% | -5.4% |
| 3Y | +43.3% | -23.9% | +67.2% | +68.8% |
| All | +43.3% | -23.3% | +66.5% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling