-33.8%
CCL vs FTI
+183.5%
-217.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -4.0% |
| 7D | -0.3% | +5.4% | -5.7% | -2.7% |
| 30D | +10.3% | -8.2% | +18.5% | +14.0% |
| 3M | +6.6% | -13.7% | +20.3% | +12.7% |
| 6M | +20.0% | -11.2% | +31.2% | +22.9% |
| YTD | -1.9% | +46.0% | -47.9% | -22.0% |
| 1Y | +10.4% | +51.8% | -41.3% | -13.8% |
| 3Y | +134.8% | +206.7% | -71.9% | +22.2% |
| 5Y | +34.0% | +862.0% | -828.0% | -66.3% |
| All | -33.8% | +183.5% | -217.3% | -82.0% |
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