-80.8%
FIG vs CTVA
+19.0%
-99.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -12.2% | -4.7% | -7.6% | -12.8% |
| 30D | -11.0% | +11.1% | -22.1% | -9.8% |
| 3M | +11.9% | +13.7% | -1.8% | +14.6% |
| 6M | -21.9% | +11.2% | -33.1% | -20.6% |
| YTD | -40.8% | +26.9% | -67.6% | -37.8% |
| 1Y | -56.6% | +18.8% | -75.5% | -58.2% |
| All | -80.8% | +19.0% | -99.9% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling