+568.0%
CF vs FTV
+109.5%
+458.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -3.2% | +0.2% | -3.4% | -3.6% |
| 30D | +4.3% | +15.7% | -11.3% | -3.4% |
| 3M | +2.8% | +7.5% | -4.7% | -1.6% |
| 6M | +0.6% | +8.5% | -7.9% | -4.9% |
| YTD | +56.6% | +18.8% | +37.8% | +38.9% |
| 1Y | +49.6% | +28.5% | +21.1% | +26.9% |
| 3Y | +61.5% | +34.0% | +27.5% | +27.4% |
| 5Y | +124.0% | +12.6% | +111.4% | +91.0% |
| All | +568.0% | +109.5% | +458.4% | +231.0% |
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