+75.7%
CTVA vs FLR
+56.0%
+19.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.8% | -1.0% |
| 7D | -5.8% | -3.1% | -2.7% | -5.4% |
| 30D | +11.1% | +4.9% | +6.1% | +10.3% |
| 3M | +13.2% | +10.8% | +2.4% | +11.2% |
| 6M | +8.7% | +19.7% | -10.9% | +4.8% |
| YTD | +27.3% | +38.4% | -11.1% | +19.6% |
| 1Y | +18.0% | +34.7% | -16.7% | +10.7% |
| All | +75.7% | +56.0% | +19.7% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling