+95.2%
CNC vs FTV
+80.7%
+14.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | -0.9% | -4.0% | +3.0% | +0.7% |
| 30D | -1.0% | -11.0% | +10.1% | +3.7% |
| 3M | +4.5% | -8.4% | +12.9% | +7.9% |
| 6M | +85.2% | -2.6% | +87.8% | +85.9% |
| YTD | +61.4% | -0.6% | +62.0% | +59.6% |
| 1Y | +94.9% | +11.0% | +83.9% | +84.1% |
| 3Y | 0.0% | -6.3% | +6.3% | -1.4% |
| 5Y | +11.2% | -1.5% | +12.7% | +4.6% |
| All | +95.2% | +80.7% | +14.5% | +41.2% |
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