+231.7%
CTVA vs FND
+34.5%
+197.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.2% |
| 7D | +4.9% | -5.2% | +10.2% | +6.1% |
| 30D | +11.9% | -19.9% | +31.8% | +17.3% |
| 3M | +13.7% | +2.7% | +10.9% | +11.7% |
| 6M | +13.1% | -21.7% | +34.8% | +17.5% |
| YTD | +32.0% | -17.5% | +49.5% | +34.5% |
| 1Y | +22.1% | -39.3% | +61.4% | +33.5% |
| 3Y | +77.5% | -49.8% | +127.3% | +96.5% |
| 5Y | +106.3% | -60.1% | +166.4% | +131.6% |
| All | +231.7% | +34.5% | +197.2% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling