+63.9%
CTVA vs FE
+44.1%
+19.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | +2.2% | 0.0% | +2.3% | +2.3% |
| 30D | -17.6% | +5.2% | -22.8% | -18.8% |
| 3M | +3.4% | 0.0% | +3.4% | +3.2% |
| 6M | -2.6% | +5.0% | -7.6% | -4.0% |
| YTD | +19.1% | +7.9% | +11.2% | +16.3% |
| 1Y | +26.8% | +6.3% | +20.4% | +24.3% |
| 3Y | +63.9% | +46.0% | +17.9% | +32.3% |
| All | +63.9% | +44.1% | +19.8% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling