+103.4%
FLEX vs CTVA
+18.5%
+84.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +4.1% |
| 7D | +7.0% | -2.1% | +9.1% | +6.7% |
| 30D | -5.8% | +12.0% | -17.8% | -4.7% |
| 3M | -24.2% | +13.5% | -37.7% | -25.0% |
| 6M | +90.8% | +12.1% | +78.7% | +85.5% |
| YTD | +89.2% | +29.0% | +60.2% | +81.0% |
| All | +103.4% | +18.5% | +84.8% | +93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling