+447.8%
CFG vs FTV
+90.8%
+357.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.7% |
| 7D | +1.5% | -4.5% | +6.0% | +5.3% |
| 30D | -3.8% | -7.1% | +3.2% | +1.9% |
| 3M | +11.5% | -7.2% | +18.7% | +17.5% |
| 6M | +19.2% | -1.5% | +20.7% | +19.2% |
| YTD | +23.7% | +3.5% | +20.2% | +17.4% |
| 1Y | +38.8% | +20.3% | +18.5% | +15.7% |
| 3Y | +178.9% | -3.1% | +182.0% | +172.6% |
| 5Y | +101.8% | +2.3% | +99.4% | +84.3% |
| 10Y | +317.3% | +76.3% | +241.0% | +171.8% |
| All | +447.8% | +90.8% | +357.0% | +248.1% |
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 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