+78.9%
CTVA vs FFIV
+141.9%
-63.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -2.1% | -1.5% | -0.5% | -1.9% |
| 30D | +12.0% | -2.7% | +14.7% | +12.3% |
| 3M | +13.5% | -1.7% | +15.1% | +13.0% |
| 6M | +12.1% | +36.1% | -24.0% | +3.8% |
| YTD | +29.0% | +52.6% | -23.6% | +15.9% |
| 1Y | +18.9% | +21.5% | -2.7% | +12.2% |
| 3Y | +78.9% | +142.7% | -63.8% | +42.9% |
| All | +78.9% | +141.9% | -63.1% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling