+1,030.5%
FLEX vs CTVA
+197.7%
+832.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +2.2% | -1.0% | +3.2% | +2.9% |
| 30D | -32.6% | -8.7% | -23.9% | -30.1% |
| 3M | -35.5% | +6.4% | -41.9% | -38.9% |
| 6M | -45.6% | -1.9% | -43.7% | -47.1% |
| YTD | +30.7% | +21.5% | +9.2% | +12.2% |
| 1Y | +28.4% | +24.3% | +4.1% | +8.7% |
| 3Y | +301.7% | +91.8% | +209.8% | +157.5% |
| 5Y | +473.3% | +78.4% | +394.9% | +270.1% |
| All | +1,030.5% | +197.7% | +832.7% | +373.7% |
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