+205.4%
CTVA vs FFIV
+131.5%
+74.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -1.0% | -2.9% | +2.0% | -0.2% |
| 30D | -8.7% | -32.4% | +23.7% | +0.8% |
| 3M | +6.4% | -22.7% | +29.1% | +12.5% |
| 6M | -1.9% | -10.7% | +8.8% | -1.8% |
| YTD | +21.5% | +25.4% | -3.8% | +7.5% |
| 1Y | +24.3% | +34.2% | -9.9% | +7.3% |
| 3Y | +91.8% | +101.2% | -9.4% | +38.1% |
| 5Y | +78.4% | +42.0% | +36.5% | +44.5% |
| All | +205.4% | +131.5% | +74.0% | +62.8% |
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