+231.7%
CTVA vs FIVE
+91.8%
+139.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.9% |
| 7D | +4.9% | +4.3% | +0.7% | +4.0% |
| 30D | +11.9% | +12.5% | -0.6% | +9.1% |
| 3M | +13.7% | +31.2% | -17.6% | +7.4% |
| 6M | +13.1% | +14.4% | -1.2% | +8.9% |
| YTD | +32.0% | +33.9% | -1.9% | +22.8% |
| 1Y | +22.1% | +65.1% | -43.0% | +8.2% |
| 3Y | +77.5% | +49.0% | +28.5% | +53.5% |
| 5Y | +106.3% | +30.3% | +76.0% | +77.7% |
| All | +231.7% | +91.8% | +139.9% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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