+29.8%
FTV vs CAI
-14.7%
+44.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.3% |
| 7D | +3.9% | -8.7% | +12.6% | +4.4% |
| 30D | +18.7% | -23.8% | +42.5% | +20.5% |
| 3M | +10.0% | +3.9% | +6.1% | +9.9% |
| 6M | +14.6% | +56.8% | -42.3% | +11.8% |
| YTD | +23.4% | -14.6% | +38.0% | +23.2% |
| 1Y | +31.3% | -5.2% | +36.5% | +30.3% |
| All | +29.8% | -14.7% | +44.5% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling