+237.0%
CFG vs FTV
+113.3%
+123.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +0.8% |
| 7D | +0.3% | +0.4% | -0.1% | -0.1% |
| 30D | +3.2% | +17.2% | -14.0% | -9.4% |
| 3M | -9.7% | +8.9% | -18.6% | -16.2% |
| 6M | +3.6% | +11.3% | -7.6% | -6.1% |
| YTD | +14.7% | +21.9% | -7.3% | -5.3% |
| 1Y | +29.6% | +31.6% | -2.0% | +0.2% |
| 3Y | +190.6% | +38.1% | +152.5% | +109.6% |
| 5Y | +67.1% | +15.7% | +51.4% | +38.1% |
| 10Y | +237.0% | +107.5% | +129.5% | +68.4% |
| All | +237.0% | +113.3% | +123.7% | +68.4% |
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