+215.3%
CB vs FTV
+90.8%
+124.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | +0.5% | -4.5% | +5.0% | +2.4% |
| 30D | -3.1% | -7.1% | +4.0% | -0.2% |
| 3M | +9.0% | -7.2% | +16.1% | +11.9% |
| 6M | +2.9% | -1.5% | +4.4% | +2.7% |
| YTD | +10.1% | +3.5% | +6.6% | +6.9% |
| 1Y | +22.8% | +20.3% | +2.4% | +11.3% |
| 3Y | +73.8% | -3.1% | +76.9% | +68.8% |
| 5Y | +99.2% | +2.3% | +96.8% | +84.6% |
| 10Y | +218.2% | +76.3% | +141.9% | +128.8% |
| All | +215.3% | +90.8% | +124.6% | +123.3% |
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