+100.6%
CTVA vs FGI
-70.4%
+171.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -0.9% |
| 7D | +4.9% | +0.5% | +4.4% | +4.9% |
| 30D | +11.9% | +65.4% | -53.5% | +10.9% |
| 3M | +13.7% | +23.5% | -9.8% | +12.9% |
| 6M | +13.1% | +60.5% | -47.4% | +11.4% |
| YTD | +32.0% | +30.0% | +2.0% | +30.3% |
| 1Y | +22.1% | +82.1% | -60.0% | +18.7% |
| 3Y | +77.5% | -4.4% | +81.9% | +73.6% |
| All | +100.6% | -70.4% | +171.0% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling