-41.7%
CCL vs FTV
+78.2%
-119.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -0.9% |
| 7D | -4.4% | -1.3% | -3.1% | -3.2% |
| 30D | -18.2% | -9.5% | -8.7% | -9.9% |
| 3M | -17.7% | -10.9% | -6.8% | -8.4% |
| 6M | -13.0% | -0.6% | -12.4% | -13.3% |
| YTD | -24.5% | +1.4% | -25.9% | -27.7% |
| 1Y | -26.9% | +17.6% | -44.6% | -40.1% |
| 3Y | +50.8% | -3.3% | +54.0% | +49.5% |
| 5Y | -0.9% | -0.1% | -0.8% | -4.3% |
| 10Y | -41.7% | +82.5% | -124.2% | -64.1% |
| All | -41.7% | +78.2% | -119.9% | -64.1% |
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 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