+33.6%
CCL vs FTV
+16.7%
+17.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -1.1% |
| 7D | +5.8% | +1.4% | +4.4% | +4.6% |
| 30D | +17.3% | +18.3% | -1.0% | -0.1% |
| 3M | +11.3% | +9.8% | +1.5% | +1.6% |
| 6M | +18.5% | +12.3% | +6.1% | +5.1% |
| YTD | +2.8% | +23.1% | -20.3% | -18.6% |
| 1Y | +16.7% | +32.5% | -15.8% | -14.4% |
| 3Y | +146.0% | +38.3% | +107.7% | +66.4% |
| 5Y | +33.6% | +16.8% | +16.8% | -3.4% |
| All | +33.6% | +16.7% | +17.0% | -3.4% |
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 · 6 months rolling