+56.1%
CCL vs FTV
-0.9%
+57.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.9% |
| 7D | -5.0% | -4.5% | -0.6% | -1.5% |
| 30D | -20.3% | -7.1% | -13.3% | -15.6% |
| 3M | -15.1% | -7.2% | -8.0% | -10.3% |
| 6M | -15.1% | -1.5% | -13.6% | -14.8% |
| YTD | -21.8% | +3.5% | -25.3% | -25.7% |
| 1Y | -24.8% | +20.3% | -45.1% | -38.0% |
| All | +56.1% | -0.9% | +57.0% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling