-36.9%
CBRS vs FTV
-6.5%
-30.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -2.1% |
| 7D | +6.3% | -1.3% | +7.6% | +5.9% |
| 30D | -14.7% | -9.5% | -5.2% | -17.5% |
| 3M | -13.5% | -10.9% | -2.6% | -12.2% |
| All | -36.9% | -6.5% | -30.4% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling