+24.3%
CTVA vs FN
-20.4%
+44.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.9% | -10.1% | +1.8% |
| 7D | +1.6% | +16.3% | -14.7% | +1.7% |
| 30D | -8.5% | -24.7% | +16.2% | -8.3% |
| 3M | +5.3% | -34.9% | +40.2% | +5.5% |
| 6M | -0.1% | -41.1% | +41.0% | +0.4% |
| YTD | +21.2% | -19.6% | +40.8% | +21.7% |
| All | +24.3% | -20.4% | +44.7% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling