+467.4%
CF vs FTV
+107.0%
+360.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.1% |
| 7D | +4.8% | +1.4% | +3.4% | +3.8% |
| 30D | +9.7% | +18.3% | -8.6% | +0.6% |
| 3M | +1.2% | +9.8% | -8.6% | -4.0% |
| 6M | +7.4% | +12.3% | -5.0% | -0.2% |
| YTD | +60.5% | +23.1% | +37.4% | +40.0% |
| 1Y | +50.7% | +32.5% | +18.2% | +26.1% |
| 3Y | +64.8% | +38.3% | +26.5% | +28.3% |
| 5Y | +115.8% | +16.8% | +98.9% | +81.0% |
| All | +467.4% | +107.0% | +360.5% | +209.8% |
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