+20.4%
CP vs FTV
+19.1%
+1.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | +2.4% | -0.4% | +2.8% | +2.5% |
| 30D | -0.5% | -8.3% | +7.8% | +2.1% |
| 3M | +1.4% | -7.4% | +8.8% | +3.4% |
| 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% | +12.6% |
| All | +20.4% | +19.1% | +1.3% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling