+105.9%
CTVA vs FND
-62.2%
+168.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -5.8% | -0.8% | -5.0% | -5.7% |
| 30D | +11.1% | -19.6% | +30.7% | +14.3% |
| 3M | +13.2% | -4.3% | +17.6% | +13.2% |
| 6M | +8.7% | -20.4% | +29.2% | +11.2% |
| YTD | +27.3% | -21.9% | +49.1% | +30.1% |
| 1Y | +18.0% | -45.2% | +63.2% | +27.4% |
| 3Y | +76.5% | -49.2% | +125.7% | +89.7% |
| All | +105.9% | -62.2% | +168.1% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling