+8.0%
FTV vs CAI
-8.1%
+16.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -8.3% | +9.1% | -17.5% | -8.7% |
| 3M | -7.4% | +53.8% | -61.2% | -9.4% |
| 6M | -1.2% | +33.5% | -34.7% | -3.0% |
| YTD | +2.7% | -8.0% | +10.7% | +2.1% |
| 1Y | +18.4% | -28.7% | +47.1% | +19.5% |
| All | +8.0% | -8.1% | +16.1% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling