+199.4%
CTVA vs FN
+623.7%
-424.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.8% | -2.6% |
| 7D | +2.2% | 0.0% | +2.3% | +1.8% |
| 30D | -17.6% | -34.3% | +16.7% | -13.7% |
| 3M | +3.4% | -39.9% | +43.3% | +8.9% |
| 6M | -2.6% | -51.8% | +49.3% | +4.6% |
| YTD | +19.1% | -28.1% | +47.3% | +17.4% |
| 1Y | +26.8% | -29.1% | +55.9% | +24.5% |
| 3Y | +63.9% | +102.4% | -38.6% | +18.2% |
| 5Y | +75.7% | +171.7% | -95.9% | +9.9% |
| All | +199.4% | +623.7% | -424.3% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling