-18.4%
CG vs FTV
+17.2%
-35.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | -3.8% | -0.7% | -3.2% | -3.1% |
| 30D | +7.5% | +18.3% | -10.8% | -7.6% |
| 3M | -14.4% | +10.2% | -24.6% | -21.6% |
| 6M | -15.7% | +12.8% | -28.5% | -25.1% |
| YTD | -29.0% | +23.4% | -52.3% | -43.2% |
| 1Y | -22.1% | +31.4% | -53.5% | -41.7% |
| 3Y | +49.1% | +38.7% | +10.5% | +5.5% |
| 5Y | -18.4% | +18.6% | -37.0% | -34.3% |
| All | -18.4% | +17.2% | -35.6% | -34.3% |
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