+331.2%
CG vs FTV
+78.2%
+253.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.1% |
| 7D | -6.4% | -1.3% | -5.2% | -5.5% |
| 30D | -7.1% | -9.5% | +2.4% | +0.4% |
| 3M | -1.6% | -10.9% | +9.3% | +7.2% |
| 6M | -8.3% | -0.6% | -7.7% | -8.8% |
| YTD | -23.8% | +1.4% | -25.2% | -26.1% |
| 1Y | -28.7% | +17.6% | -46.4% | -38.6% |
| 3Y | +49.2% | -3.3% | +52.4% | +51.1% |
| 5Y | +5.5% | -0.1% | +5.7% | +4.2% |
| 10Y | +331.2% | +82.5% | +248.7% | +233.9% |
| All | +331.2% | +78.2% | +253.0% | +233.9% |
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