+246.7%
CB vs FTI
+178.7%
+68.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +0.7% | -3.3% | +4.0% | +1.2% |
| 30D | +8.2% | -7.2% | +15.4% | +9.4% |
| 3M | +6.3% | -12.9% | +19.2% | +8.6% |
| 6M | +16.2% | -7.9% | +24.0% | +17.0% |
| YTD | +19.3% | +45.2% | -25.8% | +9.8% |
| 1Y | +29.2% | +48.1% | -18.8% | +18.4% |
| 3Y | +71.4% | +205.0% | -133.5% | +32.9% |
| 5Y | +104.2% | +838.8% | -734.6% | +19.4% |
| 10Y | +246.7% | +174.8% | +71.9% | +100.9% |
| All | +246.7% | +178.7% | +68.0% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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