+105.1%
CTVA vs FLR
+238.1%
-133.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -4.5% | -3.5% | -1.0% | -3.9% |
| 30D | +11.3% | +4.2% | +7.1% | +10.4% |
| 3M | +12.3% | +8.1% | +4.2% | +10.0% |
| 6M | +7.2% | +21.5% | -14.3% | +1.6% |
| YTD | +26.0% | +36.8% | -10.8% | +16.2% |
| 1Y | +16.0% | +31.2% | -15.2% | +7.2% |
| 3Y | +73.9% | +53.9% | +20.0% | +45.0% |
| All | +105.1% | +238.1% | -133.0% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling