-80.9%
FIG vs CTVA
+19.4%
-100.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -1.9% | -3.4% |
| 7D | -14.5% | -5.8% | -8.7% | -15.1% |
| 30D | -13.3% | +11.1% | -24.4% | -12.2% |
| 3M | +7.4% | +13.2% | -5.8% | +9.9% |
| 6M | -27.8% | +8.7% | -36.5% | -26.9% |
| YTD | -41.1% | +27.3% | -68.4% | -38.1% |
| 1Y | -58.7% | +18.0% | -76.7% | -61.4% |
| All | -80.9% | +19.4% | -100.3% | -81.4% |
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