+39.4%
CFG vs FTV
+19.1%
+20.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.8% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | -3.7% | -8.3% | +4.6% | 0.0% |
| 3M | +9.5% | -7.4% | +16.9% | +13.0% |
| 6M | +22.2% | -1.2% | +23.5% | +22.2% |
| YTD | +22.3% | +2.7% | +19.6% | +19.8% |
| 1Y | +39.4% | +18.4% | +21.0% | +29.1% |
| All | +39.4% | +19.1% | +20.3% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling