+93.9%
FTV vs CRL
+247.9%
-154.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | -4.5% | -1.0% | -3.5% | -4.2% |
| 30D | -7.1% | +10.7% | -17.7% | -10.2% |
| 3M | -7.2% | +55.3% | -62.4% | -20.3% |
| 6M | -1.5% | +60.7% | -62.2% | -17.6% |
| YTD | +3.5% | +44.6% | -41.2% | -10.7% |
| 1Y | +20.3% | +77.7% | -57.4% | -4.1% |
| 3Y | -3.1% | +37.6% | -40.7% | -20.3% |
| 5Y | +2.3% | -35.8% | +38.2% | +9.4% |
| 10Y | +76.3% | +241.7% | -165.4% | -6.8% |
| All | +93.9% | +247.9% | -154.0% | +1.2% |
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