+27.2%
CB vs FTV
+31.3%
-4.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.1% | -0.9% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +6.5% | +17.2% | -10.7% | +3.8% |
| 3M | +4.1% | +8.9% | -4.8% | +2.5% |
| 6M | +14.4% | +11.3% | +3.1% | +12.1% |
| YTD | +17.5% | +21.9% | -4.4% | +12.4% |
| All | +27.2% | +31.3% | -4.0% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling