+224.3%
CTVA vs FTI
+400.3%
-176.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.7% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | +12.0% | +12.3% | -0.3% | +8.8% |
| 3M | +13.5% | +13.8% | -0.3% | +9.5% |
| 6M | +12.1% | +24.3% | -12.2% | +5.4% |
| YTD | +29.0% | +75.8% | -46.8% | +11.2% |
| 1Y | +18.9% | +99.6% | -80.8% | -1.0% |
| 3Y | +78.9% | +278.4% | -199.5% | +23.6% |
| 5Y | +105.2% | +1,168.7% | -1,063.5% | -1.2% |
| All | +224.3% | +400.3% | -176.1% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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