+247.9%
CB vs FTI
+183.5%
+64.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | 0.0% | +5.4% | -5.4% | -0.9% |
| 30D | +7.4% | -8.2% | +15.6% | +8.8% |
| 3M | +8.6% | -13.7% | +22.3% | +11.1% |
| 6M | +16.1% | -11.2% | +27.3% | +17.8% |
| YTD | +20.2% | +46.0% | -25.8% | +10.5% |
| 1Y | +27.2% | +51.8% | -24.6% | +16.0% |
| 3Y | +72.7% | +206.7% | -134.1% | +33.7% |
| 5Y | +105.9% | +862.0% | -756.1% | +19.8% |
| All | +247.9% | +183.5% | +64.4% | +101.7% |
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