+43.5%
CTVA vs FGI
-74.8%
+118.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -25.2% | +27.8% | +2.7% |
| 7D | -20.8% | -14.4% | -6.4% | -20.7% |
| 30D | -29.6% | -11.8% | -17.9% | -29.6% |
| 3M | -16.9% | -46.2% | +29.4% | -16.6% |
| 6M | -24.3% | +5.2% | -29.4% | -24.8% |
| YTD | -5.6% | +10.5% | -16.1% | -6.8% |
| 1Y | -4.2% | +25.5% | -29.7% | -5.8% |
| 3Y | +43.3% | -16.0% | +59.3% | +40.0% |
| All | +43.5% | -74.8% | +118.3% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling