+17.0%
CCL vs FTV
+32.8%
-15.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.5% | -0.7% | -0.9% | -1.1% |
| 30D | +16.5% | +18.3% | -1.9% | +5.5% |
| 3M | +11.2% | +10.2% | +1.0% | +5.2% |
| 6M | +22.6% | +12.8% | +9.8% | +14.1% |
| YTD | +2.6% | +23.4% | -20.8% | -9.8% |
| 1Y | +17.0% | +31.4% | -14.5% | -5.8% |
| All | +17.0% | +32.8% | -15.9% | -5.8% |
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 · 6 months rolling