-2.3%
FERG vs CTVA
+22.4%
-24.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.3% |
| 7D | 0.0% | +4.9% | -5.0% | -0.1% |
| 30D | -10.2% | +11.9% | -22.1% | -10.4% |
| 3M | -0.6% | +13.7% | -14.2% | -2.5% |
| 6M | -6.5% | +13.1% | -19.7% | -8.7% |
| YTD | +4.2% | +32.0% | -27.8% | +0.5% |
| 1Y | -2.3% | +22.1% | -24.3% | -7.2% |
| All | -2.3% | +22.4% | -24.7% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling