-39.6%
CAG vs FTV
+87.0%
-126.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.8% |
| 7D | -6.6% | -1.3% | -5.3% | -6.4% |
| 30D | +2.3% | -9.5% | +11.8% | +4.1% |
| 3M | +16.3% | -10.9% | +27.2% | +18.5% |
| 6M | -16.0% | -0.6% | -15.4% | -16.3% |
| YTD | -7.7% | +1.4% | -9.1% | -8.6% |
| 1Y | -16.0% | +17.6% | -33.7% | -19.1% |
| 3Y | -37.7% | -3.3% | -34.4% | -38.6% |
| 5Y | -41.2% | -0.1% | -41.1% | -43.2% |
| 10Y | -33.8% | +82.5% | -116.3% | -44.0% |
| All | -39.6% | +87.0% | -126.6% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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