+648.6%
CF vs FTV
+90.8%
+557.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.8% |
| 7D | +6.0% | -4.5% | +10.5% | +8.3% |
| 30D | +14.8% | -7.1% | +21.9% | +18.8% |
| 3M | +14.1% | -7.2% | +21.2% | +17.2% |
| 6M | +28.5% | -1.5% | +30.0% | +27.2% |
| YTD | +74.9% | +3.5% | +71.5% | +67.2% |
| 1Y | +61.7% | +20.3% | +41.3% | +41.4% |
| 3Y | +80.3% | -3.1% | +83.4% | +71.5% |
| 5Y | +226.0% | +2.3% | +223.6% | +189.6% |
| 10Y | +569.9% | +76.3% | +493.5% | +311.6% |
| All | +648.6% | +90.8% | +557.8% | +342.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling