+231.7%
CTVA vs VFC
-80.2%
+311.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.4% |
| 7D | +4.9% | -1.6% | +6.6% | +5.3% |
| 30D | +11.9% | -11.6% | +23.5% | +14.9% |
| 3M | +13.7% | -18.1% | +31.8% | +17.6% |
| 6M | +13.1% | -27.4% | +40.5% | +19.3% |
| YTD | +32.0% | -24.8% | +56.8% | +37.7% |
| 1Y | +22.1% | -8.2% | +30.3% | +20.3% |
| 3Y | +77.5% | -29.1% | +106.6% | +67.9% |
| 5Y | +106.3% | -79.2% | +185.4% | +205.3% |
| All | +231.7% | -80.2% | +311.9% | +340.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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