+3,300.3%
FIX vs CTVA
+223.3%
+3,077.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | +6.0% | +4.9% | +1.1% | +3.6% |
| 30D | -7.2% | +11.9% | -19.2% | -12.3% |
| 3M | -15.9% | +13.7% | -29.5% | -22.2% |
| 6M | +12.7% | +13.1% | -0.4% | +4.3% |
| YTD | +72.8% | +32.0% | +40.8% | +47.8% |
| 1Y | +122.9% | +22.1% | +100.8% | +96.4% |
| 3Y | +774.3% | +77.5% | +696.8% | +516.9% |
| 5Y | +2,049.5% | +106.3% | +1,943.2% | +1,255.0% |
| All | +3,300.3% | +223.3% | +3,077.0% | +1,416.9% |
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