+109.0%
CTVA vs FICO
+99.8%
+9.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | +0.8% |
| 7D | +4.9% | -19.2% | +24.1% | +6.9% |
| 30D | +11.9% | -14.6% | +26.5% | +13.4% |
| 3M | +13.7% | -20.1% | +33.8% | +15.6% |
| 6M | +13.1% | -36.3% | +49.5% | +17.5% |
| YTD | +32.0% | -44.9% | +76.8% | +39.2% |
| 1Y | +22.1% | -38.6% | +60.7% | +26.7% |
| 3Y | +77.5% | +4.0% | +73.5% | +68.7% |
| All | +109.0% | +99.8% | +9.2% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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