+231.7%
CTVA vs FLR
+100.4%
+131.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.5% |
| 7D | +4.9% | +5.4% | -0.5% | +4.0% |
| 30D | +11.9% | +11.4% | +0.5% | +9.4% |
| 3M | +13.7% | +11.4% | +2.3% | +10.6% |
| 6M | +13.1% | +16.6% | -3.5% | +8.4% |
| YTD | +32.0% | +41.7% | -9.8% | +21.7% |
| 1Y | +22.1% | +35.4% | -13.4% | +12.9% |
| 3Y | +77.5% | +57.3% | +20.2% | +53.8% |
| 5Y | +106.3% | +241.0% | -134.7% | +52.1% |
| All | +231.7% | +100.4% | +131.3% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling