-65.0%
CBRS vs FTI
-8.7%
-56.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.1% | +9.2% | +10.0% |
| 7D | +21.2% | +4.3% | +16.9% | +18.6% |
| 30D | -23.2% | -4.7% | -18.5% | -21.9% |
| 3M | -52.9% | -13.5% | -39.4% | -50.0% |
| All | -65.0% | -8.7% | -56.3% | -60.4% |
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