+67.5%
FERG vs CTVA
+102.0%
-34.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.0% | -4.7% | +3.6% | +0.3% |
| 30D | -11.8% | +11.1% | -22.9% | -14.6% |
| 3M | -1.2% | +13.7% | -14.9% | -6.1% |
| 6M | -2.3% | +11.2% | -13.5% | -6.8% |
| YTD | +0.8% | +26.9% | -26.1% | -7.9% |
| 1Y | +0.5% | +18.8% | -18.3% | -6.7% |
| 3Y | +51.4% | +75.9% | -24.6% | +21.7% |
| 5Y | +67.5% | +105.2% | -37.7% | +32.1% |
| All | +67.5% | +102.0% | -34.5% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling