+18.0%
CTVA vs FE
+11.4%
+6.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | +11.1% | -1.2% | +12.2% | +11.2% |
| 3M | +13.2% | +1.7% | +11.6% | +13.3% |
| 6M | +8.7% | -7.5% | +16.2% | +11.0% |
| YTD | +27.3% | +6.3% | +21.0% | +26.3% |
| 1Y | +18.0% | +10.9% | +7.1% | +14.3% |
| All | +18.0% | +11.4% | +6.5% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling