+2,250.6%
FIX vs CTVA
+197.0%
+2,053.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.8% | +7.6% | +8.6% |
| 7D | -7.2% | +1.6% | -8.8% | -8.0% |
| 30D | -35.1% | -8.5% | -26.6% | -32.9% |
| 3M | -34.3% | +5.3% | -39.5% | -37.0% |
| 6M | -42.9% | -0.1% | -42.9% | -44.7% |
| YTD | +19.5% | +21.2% | -1.8% | +4.7% |
| 1Y | +16.8% | +27.0% | -10.2% | -0.1% |
| 3Y | +506.7% | +87.2% | +419.5% | +309.2% |
| 5Y | +1,046.7% | +77.9% | +968.8% | +670.6% |
| All | +2,250.6% | +197.0% | +2,053.6% | +974.5% |
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 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