+36.6%
CTVA vs FN
+169.4%
-132.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.3% | +9.9% | +3.1% |
| 7D | -20.8% | +0.3% | -21.0% | -20.7% |
| 30D | -29.6% | -16.5% | -13.1% | -29.0% |
| 3M | -16.9% | -42.1% | +25.2% | -14.4% |
| 6M | -24.3% | -52.9% | +28.6% | -21.1% |
| YTD | -5.6% | -28.0% | +22.4% | -6.3% |
| 1Y | -4.2% | -18.5% | +14.3% | -6.2% |
| 3Y | +43.3% | +93.9% | -50.6% | +20.3% |
| All | +36.6% | +169.4% | -132.8% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling