-79.1%
FIG vs CTVA
+23.8%
-102.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.5% |
| 7D | -16.3% | +4.9% | -21.3% | -15.7% |
| 30D | -14.3% | +11.9% | -26.2% | -13.2% |
| 3M | +7.2% | +13.7% | -6.5% | +9.3% |
| 6M | -18.6% | +13.1% | -31.8% | -17.2% |
| YTD | -35.5% | +32.0% | -67.4% | -31.9% |
| 1Y | -55.8% | +22.1% | -77.9% | -58.7% |
| All | -79.1% | +23.8% | -102.9% | -79.5% |
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