+204.7%
CTVA vs FIVE
+93.0%
+111.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.8% | +0.7% |
| 7D | +1.6% | +6.2% | -4.6% | +0.4% |
| 30D | -8.5% | +18.2% | -26.7% | -11.5% |
| 3M | +5.3% | +3.8% | +1.4% | +4.0% |
| 6M | -0.1% | +13.7% | -13.8% | -3.6% |
| YTD | +21.2% | +34.7% | -13.5% | +12.3% |
| 1Y | +27.0% | +66.6% | -39.6% | +12.5% |
| 3Y | +87.2% | +44.3% | +42.9% | +63.1% |
| 5Y | +77.9% | +18.8% | +59.1% | +58.3% |
| All | +204.7% | +93.0% | +111.7% | +94.4% |
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