+196.4%
CFG vs FTV
-0.9%
+197.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +1.5% | -4.5% | +6.0% | +4.4% |
| 30D | -3.8% | -7.1% | +3.2% | +0.5% |
| 3M | +11.5% | -7.2% | +18.7% | +16.1% |
| 6M | +19.2% | -1.5% | +20.7% | +19.3% |
| YTD | +23.7% | +3.5% | +20.2% | +19.0% |
| 1Y | +38.8% | +20.3% | +18.5% | +19.9% |
| All | +196.4% | -0.9% | +197.3% | +184.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling