+68.7%
CL vs FTV
+119.0%
-50.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | +11.4% | +15.7% | -4.3% | +8.4% |
| 3M | +4.4% | +7.5% | -3.1% | +2.9% |
| 6M | +10.8% | +8.5% | +2.3% | +8.8% |
| YTD | +25.1% | +18.8% | +6.3% | +20.3% |
| 1Y | +28.0% | +28.5% | -0.6% | +21.1% |
| 3Y | +37.6% | +34.0% | +3.6% | +27.0% |
| 5Y | +39.7% | +12.6% | +27.1% | +32.2% |
| 10Y | +75.8% | +111.4% | -35.6% | +43.3% |
| All | +68.7% | +119.0% | -50.3% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling