+18.9%
CTVA vs FGI
+93.1%
-74.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 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% | +11.8% |
| 3M | +13.5% | +30.2% | -16.7% | +13.3% |
| 6M | +12.1% | +87.8% | -75.7% | +11.8% |
| YTD | +29.0% | +32.5% | -3.4% | +29.0% |
| 1Y | +18.9% | +93.6% | -74.7% | +17.8% |
| All | +18.9% | +93.1% | -74.2% | +17.8% |
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 2025-09-08 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling