+106.6%
FTV vs CPB
-40.9%
+147.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | +1.4% | +2.9% | -1.5% | +1.0% |
| 30D | +18.3% | +17.6% | +0.7% | +15.6% |
| 3M | +9.8% | +2.0% | +7.8% | +9.2% |
| 6M | +12.3% | +11.6% | +0.7% | +10.1% |
| YTD | +23.1% | -13.8% | +36.8% | +25.0% |
| 1Y | +32.5% | -21.6% | +54.1% | +36.2% |
| 3Y | +38.3% | -35.8% | +74.1% | +44.4% |
| 5Y | +16.8% | -33.3% | +50.1% | +20.6% |
| 10Y | +106.6% | -39.4% | +146.0% | +106.2% |
| All | +106.6% | -40.9% | +147.4% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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