+43.4%
CL vs FTV
+17.3%
+26.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.2% | +3.9% | -0.7% | +2.7% |
| 30D | +8.0% | +18.7% | -10.6% | +5.6% |
| 3M | +7.9% | +10.0% | -2.2% | +6.5% |
| 6M | +14.7% | +14.6% | +0.2% | +12.5% |
| YTD | +29.2% | +23.4% | +5.7% | +24.9% |
| 1Y | +29.5% | +31.3% | -1.8% | +24.2% |
| 3Y | +40.7% | +39.8% | +0.9% | +30.9% |
| All | +43.4% | +17.3% | +26.0% | +38.3% |
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