+31.0%
FTV vs CPB
-25.8%
+56.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +3.7% | -5.8% | +9.5% | +4.7% |
| 30D | +16.8% | +16.5% | +0.4% | +13.9% |
| 3M | +10.4% | -1.1% | +11.5% | +10.1% |
| 6M | +12.8% | +11.5% | +1.4% | +9.6% |
| YTD | +23.3% | -15.7% | +39.0% | +30.1% |
| 1Y | +31.0% | -24.7% | +55.7% | +43.4% |
| All | +31.0% | -25.8% | +56.8% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling