+43.3%
CTVA vs FND
-39.5%
+82.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.0% |
| 7D | -20.8% | -6.8% | -13.9% | -19.7% |
| 30D | -29.6% | +8.0% | -37.6% | -30.3% |
| 3M | -16.9% | -18.9% | +2.0% | -14.3% |
| 6M | -24.3% | +4.7% | -29.0% | -25.5% |
| YTD | -5.6% | -21.6% | +16.0% | -3.1% |
| 1Y | -4.2% | -22.0% | +17.8% | -1.7% |
| 3Y | +43.3% | -40.4% | +83.7% | +40.8% |
| All | +43.3% | -39.5% | +82.8% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling