+948.1%
FIX vs CTVA
+74.6%
+873.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.8% |
| 7D | -17.5% | +2.2% | -19.7% | -18.1% |
| 30D | -41.6% | -17.6% | -23.9% | -38.2% |
| 3M | -40.6% | +3.4% | -44.0% | -42.0% |
| 6M | -49.4% | -2.6% | -46.8% | -50.2% |
| YTD | +9.2% | +19.1% | -9.9% | -1.0% |
| 1Y | +6.5% | +26.8% | -20.3% | -5.9% |
| 3Y | +448.7% | +63.9% | +384.9% | +325.7% |
| All | +948.1% | +74.6% | +873.5% | +629.2% |
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 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