+3.5%
CCL vs FTV
+4.3%
-0.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -0.6% |
| 7D | -0.1% | -0.4% | +0.3% | +0.2% |
| 30D | -20.0% | -8.3% | -11.7% | -13.1% |
| 3M | -13.7% | -7.4% | -6.3% | -7.7% |
| 6M | -9.0% | -1.2% | -7.8% | -9.0% |
| YTD | -22.8% | +2.7% | -25.5% | -27.1% |
| 1Y | -25.3% | +18.4% | -43.8% | -39.5% |
| 3Y | +54.1% | -2.0% | +56.1% | +50.2% |
| 5Y | +3.5% | +3.4% | +0.1% | -13.3% |
| All | +3.5% | +4.3% | -0.8% | -13.3% |
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 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