-83.2%
FIG vs CTVA
-11.5%
-71.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.8% |
| 7D | +3.4% | -20.8% | +24.2% | +3.0% |
| 30D | -9.5% | -29.6% | +20.2% | -10.6% |
| 3M | -26.2% | -16.9% | -9.3% | -26.4% |
| 6M | +2.7% | -24.3% | +27.0% | +0.9% |
| YTD | -48.0% | -5.6% | -42.3% | -46.2% |
| 1Y | -52.0% | -4.2% | -47.9% | -50.4% |
| All | -83.2% | -11.5% | -71.7% | -83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling