+113.0%
CF vs FTV
+16.9%
+96.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.4% |
| 7D | +4.8% | +1.4% | +3.4% | +4.4% |
| 30D | +9.7% | +18.3% | -8.6% | +6.6% |
| 3M | +1.2% | +9.8% | -8.6% | -0.5% |
| 6M | +7.4% | +12.3% | -5.0% | +4.8% |
| YTD | +60.5% | +23.1% | +37.4% | +53.1% |
| 1Y | +50.7% | +32.5% | +18.2% | +41.4% |
| 3Y | +64.8% | +38.3% | +26.5% | +50.7% |
| All | +113.0% | +16.9% | +96.0% | +112.0% |
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 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