+393.4%
CFG vs FTV
+119.0%
+274.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.9% | +0.2% | -1.1% | -1.1% |
| 30D | +1.1% | +15.7% | -14.6% | -10.2% |
| 3M | -12.0% | +7.5% | -19.5% | -17.4% |
| 6M | -2.2% | +8.5% | -10.7% | -9.4% |
| YTD | +11.4% | +18.8% | -7.4% | -5.7% |
| 1Y | +27.8% | +28.5% | -0.7% | +1.3% |
| 3Y | +173.3% | +34.0% | +139.3% | +103.7% |
| 5Y | +62.4% | +12.6% | +49.8% | +37.9% |
| 10Y | +249.6% | +111.4% | +138.2% | +99.2% |
| All | +393.4% | +119.0% | +274.3% | +179.6% |
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