+60.4%
CF vs FTV
+33.3%
+27.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.3% | +10.4% | +6.5% |
| 7D | +0.4% | -0.6% | +1.0% | +0.3% |
| 30D | +2.2% | +13.0% | -10.8% | +0.8% |
| 3M | +2.1% | +6.8% | -4.7% | +1.3% |
| 6M | -6.5% | +8.0% | -14.6% | -7.6% |
| YTD | +55.6% | +18.9% | +36.7% | +50.9% |
| 1Y | +42.3% | +30.8% | +11.5% | +35.5% |
| All | +60.4% | +33.3% | +27.1% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling