+45.0%
CG vs FTV
+39.2%
+5.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.2% | +3.9% | -3.7% | -2.9% |
| 30D | +11.2% | +18.7% | -7.5% | -3.2% |
| 3M | -22.1% | +10.0% | -32.1% | -27.9% |
| 6M | -17.9% | +14.6% | -32.5% | -27.1% |
| YTD | -31.3% | +23.4% | -54.7% | -43.8% |
| 1Y | -24.0% | +31.3% | -55.3% | -41.7% |
| 3Y | +45.0% | +39.8% | +5.2% | +12.2% |
| All | +45.0% | +39.2% | +5.8% | +12.2% |
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