+238.0%
CB vs FTV
+119.0%
+119.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | +9.1% | +15.7% | -6.6% | +2.6% |
| 3M | +3.4% | +7.5% | -4.1% | +0.1% |
| 6M | +14.1% | +8.5% | +5.6% | +9.6% |
| YTD | +18.0% | +18.8% | -0.8% | +8.0% |
| 1Y | +30.1% | +28.5% | +1.6% | +14.9% |
| 3Y | +71.8% | +34.0% | +37.8% | +44.1% |
| 5Y | +101.8% | +12.6% | +89.2% | +80.5% |
| 10Y | +252.1% | +111.4% | +140.7% | +136.5% |
| All | +238.0% | +119.0% | +119.0% | +125.6% |
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