+231.7%
CTVA vs FE
+46.0%
+185.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +4.9% | +1.9% | +3.0% | +4.2% |
| 30D | +11.9% | -1.2% | +13.1% | +12.4% |
| 3M | +13.7% | +3.5% | +10.2% | +12.1% |
| 6M | +13.1% | -6.1% | +19.2% | +15.6% |
| YTD | +32.0% | +7.6% | +24.3% | +27.7% |
| 1Y | +22.1% | +11.9% | +10.2% | +16.2% |
| 3Y | +77.5% | +48.4% | +29.1% | +48.5% |
| 5Y | +106.3% | +44.8% | +61.5% | +72.3% |
| All | +231.7% | +46.0% | +185.7% | +206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling