+10.4%
CCL vs FTI
+50.7%
-40.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -4.4% |
| 7D | -0.3% | +5.4% | -5.7% | +0.2% |
| 30D | +10.3% | -8.2% | +18.5% | +9.4% |
| 3M | +6.6% | -13.7% | +20.3% | +5.5% |
| 6M | +20.0% | -11.2% | +31.2% | +20.3% |
| YTD | -1.9% | +46.0% | -47.9% | -26.2% |
| 1Y | +10.4% | +51.8% | -41.3% | -19.8% |
| All | +10.4% | +50.7% | -40.3% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling