+13.5%
FTV vs CPB
-30.5%
+43.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +0.2% | +8.0% | -7.8% | -0.9% |
| 30D | +15.7% | +22.4% | -6.7% | +12.5% |
| 3M | +7.5% | +3.8% | +3.7% | +6.7% |
| 6M | +8.5% | +13.7% | -5.2% | +6.1% |
| YTD | +18.8% | -11.7% | +30.5% | +20.4% |
| 1Y | +28.5% | -18.1% | +46.7% | +31.5% |
| 3Y | +34.0% | -34.7% | +68.7% | +38.4% |
| All | +13.5% | -30.5% | +43.9% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling