+71.4%
CL vs FTV
+126.9%
-55.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | +11.8% | +18.3% | -6.5% | +8.3% |
| 3M | +5.9% | +9.8% | -3.9% | +4.0% |
| 6M | +13.3% | +12.3% | +1.0% | +10.6% |
| YTD | +27.1% | +23.1% | +4.0% | +21.4% |
| 1Y | +28.0% | +32.5% | -4.5% | +20.5% |
| 3Y | +39.4% | +38.3% | +1.1% | +27.9% |
| 5Y | +40.8% | +16.8% | +23.9% | +32.3% |
| 10Y | +84.9% | +106.6% | -21.7% | +51.3% |
| All | +71.4% | +126.9% | -55.6% | +39.1% |
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