+18.9%
CTVA vs FN
+11.2%
+7.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.2% |
| 7D | -2.1% | +3.5% | -5.6% | -2.0% |
| 30D | +12.0% | -26.0% | +38.0% | +11.7% |
| 3M | +13.5% | -33.3% | +46.7% | +13.3% |
| 6M | +12.1% | -14.9% | +27.0% | +12.2% |
| YTD | +29.0% | -8.6% | +37.6% | +29.1% |
| 1Y | +18.9% | +12.3% | +6.5% | +22.1% |
| All | +18.9% | +11.2% | +7.7% | +22.1% |
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