+110.9%
CF vs FTV
+17.3%
+93.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +4.8% | +3.9% | +0.9% | +4.2% |
| 30D | +4.7% | +18.7% | -13.9% | +1.7% |
| 3M | +7.4% | +10.0% | -2.6% | +5.6% |
| 6M | +0.6% | +14.6% | -14.0% | -2.1% |
| YTD | +64.1% | +23.4% | +40.7% | +56.5% |
| 1Y | +51.4% | +31.3% | +20.1% | +42.4% |
| 3Y | +67.8% | +39.8% | +28.0% | +53.1% |
| All | +110.9% | +17.3% | +93.6% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling