+9.8%
CG vs FTV
+4.3%
+5.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.5% |
| 7D | -1.3% | -0.4% | -0.9% | -0.9% |
| 30D | -3.2% | -8.3% | +5.2% | +4.8% |
| 3M | +6.2% | -7.4% | +13.6% | +13.3% |
| 6M | -4.7% | -1.2% | -3.5% | -5.1% |
| YTD | -20.6% | +2.7% | -23.3% | -24.9% |
| 1Y | -26.4% | +18.4% | -44.8% | -40.0% |
| 3Y | +55.4% | -2.0% | +57.4% | +53.7% |
| 5Y | +9.8% | +3.4% | +6.4% | -1.4% |
| All | +9.8% | +4.3% | +5.5% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling