+36.6%
CTVA vs FFIV
+35.3%
+1.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.0% |
| 7D | -20.8% | -0.5% | -20.2% | -20.7% |
| 30D | -29.6% | -32.4% | +2.8% | -25.5% |
| 3M | -16.9% | -25.7% | +8.8% | -13.6% |
| 6M | -24.3% | -13.5% | -10.8% | -24.0% |
| YTD | -5.6% | +21.1% | -26.7% | -12.5% |
| 1Y | -4.2% | +29.4% | -33.6% | -12.5% |
| 3Y | +43.3% | +94.9% | -51.6% | +18.3% |
| All | +36.6% | +35.3% | +1.3% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling