+487.0%
CF vs FTV
+113.3%
+373.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.4% |
| 7D | -0.9% | +0.4% | -1.3% | -1.3% |
| 30D | +6.9% | +17.2% | -10.2% | -1.5% |
| 3M | +4.8% | +8.9% | -4.0% | -0.2% |
| 6M | +4.7% | +11.3% | -6.6% | -2.3% |
| YTD | +56.5% | +21.9% | +34.5% | +37.1% |
| 1Y | +48.4% | +31.6% | +16.9% | +24.6% |
| 3Y | +59.1% | +38.1% | +21.1% | +23.9% |
| 5Y | +109.5% | +15.7% | +93.8% | +76.6% |
| 10Y | +487.0% | +107.5% | +379.5% | +222.5% |
| All | +487.0% | +113.3% | +373.6% | +222.5% |
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