+39.9%
CTVA vs FGI
-66.3%
+106.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +6.2% | -30.5% | -24.3% |
| 7D | -23.7% | +13.5% | -37.2% | -23.7% |
| 30D | -31.2% | +17.1% | -48.3% | -31.3% |
| 3M | -18.7% | +78.0% | -96.7% | -19.5% |
| 6M | -25.5% | +46.4% | -71.9% | -26.2% |
| YTD | -8.0% | +47.7% | -55.7% | -9.3% |
| 1Y | -7.0% | +56.8% | -63.8% | -8.6% |
| 3Y | +45.2% | +12.3% | +32.9% | +41.7% |
| All | +39.9% | -66.3% | +106.2% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling