+3.4%
FTV vs CRL
-37.4%
+40.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | 0.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | -8.3% | +5.0% | -13.3% | -9.6% |
| 3M | -7.4% | +50.6% | -58.0% | -17.8% |
| 6M | -1.2% | +60.9% | -62.1% | -14.8% |
| YTD | +2.7% | +40.7% | -38.1% | -8.4% |
| 1Y | +18.4% | +73.3% | -54.9% | -1.3% |
| 3Y | -2.0% | +40.6% | -42.6% | -17.3% |
| 5Y | +3.4% | -37.0% | +40.4% | +0.9% |
| All | +3.4% | -37.4% | +40.8% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling