+223.2%
CP vs FTV
+77.3%
+145.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.1% |
| 7D | +2.4% | -0.4% | +2.8% | +2.6% |
| 30D | -0.5% | -8.3% | +7.8% | +4.0% |
| 3M | +1.4% | -7.4% | +8.8% | +5.0% |
| 6M | +10.3% | -1.2% | +11.5% | +10.0% |
| YTD | +24.3% | +2.7% | +21.6% | +20.7% |
| 1Y | +20.4% | +18.4% | +2.0% | +8.1% |
| 3Y | +21.8% | -2.0% | +23.8% | +18.9% |
| 5Y | +31.5% | +3.4% | +28.1% | +22.2% |
| 10Y | +223.2% | +78.5% | +144.7% | +130.0% |
| All | +223.2% | +77.3% | +145.9% | +130.0% |
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