-34.0%
CCL vs FTV
+109.2%
-143.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.2% | +3.9% | -5.1% | -4.8% |
| 30D | +13.1% | +18.7% | -5.5% | -4.3% |
| 3M | +3.4% | +10.0% | -6.6% | -6.2% |
| 6M | +18.7% | +14.6% | +4.2% | +2.9% |
| YTD | -2.3% | +23.4% | -25.7% | -23.1% |
| 1Y | +14.2% | +31.3% | -17.1% | -15.5% |
| 3Y | +133.6% | +39.8% | +93.8% | +59.5% |
| 5Y | +33.5% | +17.7% | +15.8% | +9.7% |
| All | -34.0% | +109.2% | -143.3% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling