+283.9%
FERG vs CTVA
+216.1%
+67.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | +3.4% | -2.1% | +5.5% | +3.6% |
| 30D | -11.5% | +12.0% | -23.6% | -12.8% |
| 3M | +1.3% | +13.5% | -12.2% | -0.7% |
| 6M | -1.0% | +12.1% | -13.1% | -2.9% |
| YTD | +3.2% | +29.0% | -25.8% | -0.6% |
| 1Y | -3.0% | +18.9% | -21.8% | -5.7% |
| 3Y | +55.0% | +78.9% | -23.8% | +43.5% |
| 5Y | +72.6% | +105.2% | -32.6% | +62.4% |
| All | +283.9% | +216.1% | +67.9% | +284.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling