+218.9%
CTVA vs FFIV
+188.2%
+30.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -4.7% | +1.6% | -6.3% | -5.1% |
| 30D | +11.1% | -3.7% | +14.8% | +12.0% |
| 3M | +13.7% | +2.0% | +11.7% | +11.8% |
| 6M | +11.2% | +39.3% | -28.0% | -1.9% |
| YTD | +26.9% | +56.1% | -29.2% | +7.1% |
| 1Y | +18.8% | +22.0% | -3.2% | +8.4% |
| 3Y | +75.9% | +148.2% | -72.3% | +21.0% |
| 5Y | +105.2% | +96.3% | +8.9% | +49.8% |
| All | +218.9% | +188.2% | +30.7% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling