+231.7%
CTVA vs FTV
+18.0%
+213.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | +4.9% | -4.5% | +9.4% | +7.1% |
| 30D | +11.9% | -7.1% | +19.0% | +15.6% |
| 3M | +13.7% | -7.2% | +20.8% | +16.9% |
| 6M | +13.1% | -1.5% | +14.6% | +12.4% |
| YTD | +32.0% | +3.5% | +28.5% | +27.0% |
| 1Y | +22.1% | +20.3% | +1.7% | +8.2% |
| 3Y | +77.5% | -3.1% | +80.6% | +73.3% |
| 5Y | +106.3% | +2.3% | +103.9% | +91.6% |
| All | +231.7% | +18.0% | +213.7% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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