+205.4%
CTVA vs FN
+716.4%
-511.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -1.0% |
| 7D | -1.0% | +8.0% | -9.0% | -2.2% |
| 30D | -8.7% | -19.1% | +10.4% | -6.9% |
| 3M | +6.4% | -29.8% | +36.2% | +9.7% |
| 6M | -1.9% | -43.2% | +41.3% | +3.0% |
| YTD | +21.5% | -18.9% | +40.5% | +17.9% |
| 1Y | +24.3% | -17.9% | +42.1% | +19.6% |
| 3Y | +91.8% | +120.1% | -28.3% | +37.5% |
| 5Y | +78.4% | +206.7% | -128.3% | +9.8% |
| All | +205.4% | +716.4% | -511.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling