-70.5%
CBRS vs FTV
+14.5%
-85.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.3% | -8.4% | -5.3% |
| 7D | -18.4% | +6.6% | -25.0% | -16.7% |
| 30D | -49.4% | +19.1% | -68.5% | -46.8% |
| 3M | -59.6% | +13.1% | -72.6% | -58.3% |
| All | -70.5% | +14.5% | -85.0% | -67.1% |
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 · Available span rolling