+96.2%
CTVA vs FGI
-69.8%
+166.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.2% |
| 7D | -2.1% | +5.2% | -7.2% | -2.1% |
| 30D | +12.0% | +65.2% | -53.2% | +11.0% |
| 3M | +13.5% | +30.2% | -16.7% | +12.6% |
| 6M | +12.1% | +87.8% | -75.7% | +10.2% |
| YTD | +29.0% | +32.5% | -3.4% | +27.4% |
| 1Y | +18.9% | +93.6% | -74.7% | +15.5% |
| 3Y | +78.9% | -2.6% | +81.5% | +74.9% |
| All | +96.2% | -69.8% | +166.0% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FGI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling