+1,476.1%
CB vs FTI
+1,702.1%
-226.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.5% |
| 7D | +0.2% | -7.6% | +7.9% | +2.0% |
| 30D | +9.1% | -7.1% | +16.2% | +10.6% |
| 3M | +3.4% | -8.7% | +12.1% | +5.0% |
| 6M | +14.1% | -14.0% | +28.1% | +16.9% |
| YTD | +18.0% | +42.8% | -24.8% | +6.9% |
| 1Y | +30.1% | +50.4% | -20.2% | +16.3% |
| 3Y | +71.8% | +194.1% | -122.3% | +26.7% |
| 5Y | +101.8% | +775.2% | -673.4% | +7.6% |
| 10Y | +252.1% | +189.2% | +62.9% | +112.6% |
| All | +1,476.1% | +1,702.1% | -226.0% | +319.8% |
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