+206.6%
CFG vs FTV
+109.0%
+97.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +1.6% | +3.7% | -2.1% | -1.3% |
| 30D | +3.3% | +16.8% | -13.6% | -9.2% |
| 3M | -11.5% | +10.4% | -21.9% | -18.8% |
| 6M | +6.2% | +12.8% | -6.6% | -4.8% |
| YTD | +14.3% | +23.3% | -9.0% | -6.5% |
| 1Y | +26.7% | +31.0% | -4.2% | -1.5% |
| 3Y | +187.8% | +38.6% | +149.2% | +107.1% |
| 5Y | +61.3% | +17.6% | +43.7% | +31.6% |
| All | +206.6% | +109.0% | +97.6% | +56.4% |
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