+82.5%
FTV vs CRL
+244.4%
-162.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.0% |
| 7D | -1.3% | -4.6% | +3.3% | +0.3% |
| 30D | -9.5% | +0.5% | -10.0% | -9.7% |
| 3M | -10.9% | +46.6% | -57.5% | -22.1% |
| 6M | -0.6% | +57.3% | -57.9% | -16.2% |
| YTD | +1.4% | +39.5% | -38.1% | -11.5% |
| 1Y | +17.6% | +76.9% | -59.2% | -6.1% |
| 3Y | -3.3% | +39.4% | -42.6% | -21.0% |
| 5Y | -0.1% | -37.2% | +37.0% | +7.4% |
| 10Y | +82.5% | +253.4% | -170.9% | -5.0% |
| All | +82.5% | +244.4% | -162.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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