+1,370.5%
CB vs FTI
+2,165.1%
-794.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +0.5% | +5.3% | -4.8% | -0.7% |
| 30D | -3.1% | +15.3% | -18.4% | -6.4% |
| 3M | +9.0% | +15.8% | -6.8% | +4.8% |
| 6M | +2.9% | +22.6% | -19.7% | -2.7% |
| YTD | +10.1% | +79.5% | -69.4% | -5.0% |
| 1Y | +22.8% | +102.0% | -79.2% | +2.8% |
| 3Y | +73.8% | +315.8% | -242.0% | +18.3% |
| 5Y | +99.2% | +1,129.5% | -1,030.3% | -2.2% |
| 10Y | +218.2% | +320.9% | -102.7% | +75.5% |
| All | +1,370.5% | +2,165.1% | -794.7% | +273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling