+471.5%
CF vs FTV
+109.2%
+362.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +4.8% | +3.9% | +0.9% | +2.9% |
| 30D | +4.7% | +18.7% | -13.9% | -4.1% |
| 3M | +7.4% | +10.0% | -2.6% | +1.8% |
| 6M | +0.6% | +14.6% | -14.0% | -7.4% |
| YTD | +64.1% | +23.4% | +40.7% | +42.9% |
| 1Y | +51.4% | +31.3% | +20.1% | +27.3% |
| 3Y | +67.8% | +39.8% | +28.0% | +29.8% |
| 5Y | +114.1% | +17.7% | +96.4% | +78.8% |
| All | +471.5% | +109.2% | +362.2% | +212.0% |
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