+231.7%
CTVA vs FFIV
+182.4%
+49.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | +4.9% | -1.0% | +5.9% | +5.2% |
| 30D | +11.9% | -5.1% | +17.0% | +13.3% |
| 3M | +13.7% | -4.5% | +18.1% | +14.1% |
| 6M | +13.1% | +36.5% | -23.3% | +0.5% |
| YTD | +32.0% | +53.0% | -21.0% | +12.1% |
| 1Y | +22.1% | +24.2% | -2.1% | +10.5% |
| 3Y | +77.5% | +137.2% | -59.7% | +24.1% |
| 5Y | +106.3% | +91.8% | +14.5% | +51.8% |
| All | +231.7% | +182.4% | +49.2% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling