-43.4%
CCL vs FTI
+301.2%
-344.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.3% |
| 7D | -4.3% | -5.6% | +1.3% | -1.7% |
| 30D | -19.0% | +0.4% | -19.4% | -19.3% |
| 3M | -13.1% | +8.1% | -21.2% | -17.5% |
| 6M | -13.3% | +16.7% | -30.0% | -21.8% |
| YTD | -25.2% | +70.0% | -95.2% | -43.9% |
| 1Y | -27.2% | +85.4% | -112.6% | -48.0% |
| 3Y | +49.2% | +265.9% | -216.7% | -28.1% |
| 5Y | +0.4% | +1,072.7% | -1,072.4% | -77.0% |
| All | -43.4% | +301.2% | -344.6% | -84.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling