-51.7%
FIG vs CTVA
+33.4%
-85.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +2.0% | +5.2% |
| 7D | -4.7% | +8.2% | -12.9% | -4.6% |
| 30D | +0.5% | -1.0% | +1.6% | -0.2% |
| 3M | -18.4% | +4.6% | -23.0% | -19.1% |
| 6M | +10.9% | +0.5% | +10.4% | +8.8% |
| YTD | -40.8% | +22.7% | -63.5% | -42.6% |
| 1Y | -51.7% | +32.0% | -83.7% | -53.9% |
| All | -51.7% | +33.4% | -85.1% | -53.9% |
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