+128.5%
FTV vs CRL
+326.1%
-197.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.0% | +1.2% |
| 7D | +0.4% | +4.4% | -4.0% | -1.3% |
| 30D | +17.2% | +17.1% | +0.1% | +10.6% |
| 3M | +8.9% | +32.1% | -23.2% | -1.6% |
| 6M | +11.3% | +98.9% | -87.6% | -13.2% |
| YTD | +21.9% | +77.1% | -55.2% | -2.4% |
| 1Y | +31.6% | +110.3% | -78.7% | -1.0% |
| 3Y | +38.1% | +108.5% | -70.4% | -2.8% |
| 5Y | +15.7% | -7.9% | +23.6% | +8.1% |
| 10Y | +107.5% | +368.9% | -261.5% | -1.8% |
| All | +128.5% | +326.1% | -197.6% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling