+1,027.6%
FIX vs CTVA
+34.7%
+992.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.1% |
| 7D | +9.4% | -20.8% | +30.2% | +15.3% |
| 30D | -27.8% | -29.6% | +1.9% | -21.3% |
| 3M | -35.6% | -16.9% | -18.7% | -34.0% |
| 6M | -45.2% | -24.3% | -21.0% | -42.8% |
| YTD | +19.5% | -5.6% | +25.1% | +14.1% |
| 1Y | +24.2% | -4.2% | +28.4% | +17.9% |
| 3Y | +494.2% | +43.3% | +450.9% | +364.7% |
| All | +1,027.6% | +34.7% | +992.9% | +742.3% |
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