+73.0%
CB vs FTV
+39.1%
+34.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | 0.0% | +3.7% | -3.7% | -0.7% |
| 30D | +7.4% | +16.8% | -9.4% | +4.3% |
| 3M | +8.6% | +10.4% | -1.8% | +6.5% |
| 6M | +16.1% | +12.8% | +3.3% | +13.2% |
| YTD | +20.2% | +23.3% | -3.1% | +14.6% |
| 1Y | +27.2% | +31.0% | -3.8% | +19.8% |
| All | +73.0% | +39.1% | +34.0% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling