-42.8%
CCL vs FTI
+313.1%
-355.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -1.9% |
| 7D | -4.4% | -2.3% | -2.0% | -3.3% |
| 30D | -18.2% | +5.0% | -23.2% | -20.2% |
| 3M | -17.7% | +13.8% | -31.6% | -23.8% |
| 6M | -13.0% | +22.9% | -35.9% | -23.4% |
| YTD | -24.5% | +75.0% | -99.5% | -44.1% |
| 1Y | -26.9% | +96.9% | -123.8% | -49.3% |
| 3Y | +50.8% | +276.7% | -226.0% | -28.3% |
| 5Y | -0.9% | +1,157.0% | -1,157.9% | -78.1% |
| All | -42.8% | +313.1% | -355.8% | -85.0% |
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