-34.0%
CCL vs FTI
+189.4%
-223.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | -1.3% |
| 7D | -1.2% | +4.3% | -5.5% | -3.1% |
| 30D | +13.1% | -4.7% | +17.8% | +14.8% |
| 3M | +3.4% | -13.5% | +16.9% | +9.2% |
| 6M | +18.7% | -8.7% | +27.4% | +20.0% |
| YTD | -2.3% | +49.0% | -51.3% | -23.0% |
| 1Y | +14.2% | +54.0% | -39.8% | -11.5% |
| 3Y | +133.6% | +211.6% | -78.0% | +20.7% |
| 5Y | +33.5% | +881.9% | -848.4% | -66.8% |
| All | -34.0% | +189.4% | -223.4% | -82.3% |
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 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