+216.8%
CB vs FTI
+304.2%
-87.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -3.9% | +12.3% | -16.2% | -6.0% |
| 3M | +4.9% | +13.8% | -8.8% | +2.1% |
| 6M | +3.3% | +24.3% | -21.0% | -1.5% |
| YTD | +8.5% | +75.8% | -67.3% | -3.2% |
| 1Y | +22.1% | +99.6% | -77.6% | +6.0% |
| 3Y | +70.1% | +278.4% | -208.3% | +26.9% |
| 5Y | +97.4% | +1,168.7% | -1,071.3% | +8.8% |
| 10Y | +216.8% | +297.5% | -80.7% | +72.0% |
| All | +216.8% | +304.2% | -87.4% | +72.0% |
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