+137.3%
CTVA vs FE
+48.2%
+89.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | -20.8% | +1.2% | -22.0% | -21.1% |
| 30D | -29.6% | +4.5% | -34.2% | -30.8% |
| 3M | -16.9% | +1.3% | -18.2% | -17.3% |
| 6M | -24.3% | +8.7% | -32.9% | -26.7% |
| YTD | -5.6% | +9.2% | -14.8% | -9.1% |
| 1Y | -4.2% | +7.0% | -11.1% | -7.0% |
| 3Y | +43.3% | +51.4% | -8.1% | +19.0% |
| 5Y | +35.7% | +47.7% | -12.0% | +12.6% |
| All | +137.3% | +48.2% | +89.1% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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