+131.2%
FTV vs CRL
+313.2%
-182.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -0.7% | +5.0% | -5.7% | -2.3% |
| 30D | +18.3% | +13.5% | +4.8% | +12.8% |
| 3M | +10.2% | +21.5% | -11.3% | +2.3% |
| 6M | +12.8% | +103.4% | -90.6% | -12.7% |
| YTD | +23.4% | +71.8% | -48.4% | -0.3% |
| 1Y | +31.4% | +97.5% | -66.1% | +1.0% |
| 3Y | +38.7% | +99.2% | -60.6% | -0.9% |
| 5Y | +18.6% | -12.1% | +30.7% | +12.7% |
| 10Y | +110.1% | +359.2% | -249.0% | +0.2% |
| All | +131.2% | +313.2% | -182.0% | +13.0% |
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 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