+1,513.0%
FLEX vs CTVA
+211.9%
+1,301.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | +6.4% | -5.8% | +12.2% | +9.5% |
| 30D | -5.9% | +11.1% | -16.9% | -11.3% |
| 3M | -23.5% | +13.2% | -36.7% | -29.8% |
| 6M | +83.7% | +8.7% | +75.0% | +71.2% |
| YTD | +86.5% | +27.3% | +59.2% | +59.0% |
| 1Y | +100.5% | +18.0% | +82.5% | +76.7% |
| 3Y | +469.8% | +76.5% | +393.4% | +289.2% |
| 5Y | +725.7% | +105.1% | +620.6% | +396.6% |
| All | +1,513.0% | +211.9% | +1,301.2% | +571.4% |
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