+204.7%
CTVA vs FN
+709.6%
-504.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.9% | -10.1% | +0.3% |
| 7D | +1.6% | +16.3% | -14.7% | -0.8% |
| 30D | -8.5% | -24.7% | +16.2% | -5.8% |
| 3M | +5.3% | -34.9% | +40.2% | +9.8% |
| 6M | -0.1% | -41.1% | +41.0% | +4.3% |
| YTD | +21.2% | -19.6% | +40.8% | +17.7% |
| 1Y | +27.0% | -18.5% | +45.5% | +22.3% |
| 3Y | +87.2% | +119.1% | -31.9% | +34.3% |
| 5Y | +77.9% | +206.9% | -129.0% | +9.2% |
| All | +204.7% | +709.6% | -504.9% | +4.7% |
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