+105.1%
CTVA vs FDS
-23.5%
+128.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.7% |
| 7D | -5.8% | -8.8% | +3.0% | -4.3% |
| 30D | +11.1% | -1.4% | +12.4% | +11.2% |
| 3M | +13.2% | +13.9% | -0.7% | +10.2% |
| 6M | +8.7% | +27.4% | -18.7% | +2.7% |
| YTD | +27.3% | -2.5% | +29.7% | +28.4% |
| 1Y | +18.0% | -23.8% | +41.8% | +28.4% |
| 3Y | +76.5% | -32.5% | +109.0% | +99.0% |
| 5Y | +105.1% | -23.2% | +128.3% | +131.7% |
| All | +105.1% | -23.5% | +128.6% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling