+79.7%
CTVA vs FE
+43.6%
+36.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.1% |
| 3M | +3.4% | 0.0% | +3.4% | +3.3% |
| 6M | -2.6% | +5.0% | -7.6% | -4.3% |
| YTD | +19.1% | +7.9% | +11.2% | +15.6% |
| 1Y | +26.8% | +6.3% | +20.4% | +23.7% |
| 3Y | +63.9% | +46.0% | +17.9% | +39.0% |
| All | +79.7% | +43.6% | +36.1% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling