+52.4%
CL vs FTV
+79.5%
-27.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.2% | -4.5% | +2.3% | -1.3% |
| 30D | -4.8% | -7.1% | +2.2% | -3.5% |
| 3M | +4.9% | -7.2% | +12.1% | +6.2% |
| 6M | -5.7% | -1.5% | -4.2% | -5.8% |
| YTD | +14.4% | +3.5% | +10.9% | +12.9% |
| 1Y | +8.7% | +20.3% | -11.6% | +4.0% |
| 3Y | +30.0% | -3.1% | +33.1% | +28.3% |
| 5Y | +28.4% | +2.3% | +26.0% | +23.4% |
| All | +52.4% | +79.5% | -27.1% | +28.6% |
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 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