+285.4%
CP vs FTV
+90.8%
+194.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | -2.7% | -4.5% | +1.8% | -0.4% |
| 30D | +0.2% | -7.1% | +7.2% | +3.9% |
| 3M | +2.6% | -7.2% | +9.7% | +6.1% |
| 6M | +6.0% | -1.5% | +7.5% | +5.8% |
| YTD | +24.9% | +3.5% | +21.5% | +20.9% |
| 1Y | +20.1% | +20.3% | -0.2% | +7.0% |
| 3Y | +16.4% | -3.1% | +19.5% | +14.4% |
| 5Y | +31.7% | +2.3% | +29.4% | +23.3% |
| 10Y | +223.9% | +76.3% | +147.5% | +131.7% |
| All | +285.4% | +90.8% | +194.6% | +175.9% |
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