+32.0%
CTVA vs FFIV
+33.5%
-1.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.2% |
| 7D | +8.2% | -9.8% | +18.0% | +8.2% |
| 30D | -1.0% | -28.1% | +27.0% | -0.9% |
| 3M | +4.6% | -20.0% | +24.6% | +5.4% |
| 6M | +0.5% | -0.1% | +0.5% | -1.3% |
| YTD | +22.7% | +29.2% | -6.4% | +15.3% |
| 1Y | +32.0% | +36.6% | -4.6% | +22.0% |
| All | +32.0% | +33.5% | -1.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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