+84.1%
CL vs FTV
+107.5%
-23.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | +9.5% | +18.3% | -8.8% | +6.1% |
| 3M | +6.8% | +10.2% | -3.4% | +4.7% |
| 6M | +14.3% | +12.8% | +1.5% | +11.4% |
| YTD | +27.0% | +23.4% | +3.6% | +21.2% |
| 1Y | +26.3% | +31.4% | -5.2% | +19.0% |
| 3Y | +39.3% | +38.7% | +0.6% | +27.6% |
| 5Y | +41.5% | +18.6% | +22.9% | +32.5% |
| 10Y | +84.1% | +110.1% | -26.0% | +52.2% |
| All | +84.1% | +107.5% | -23.4% | +52.2% |
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 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