+146.0%
CCL vs FTI
+209.3%
-63.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +5.8% | -3.3% | +9.1% | +6.5% |
| 30D | +17.3% | -7.2% | +24.5% | +18.7% |
| 3M | +11.3% | -12.9% | +24.2% | +14.1% |
| 6M | +18.5% | -7.9% | +26.3% | +18.5% |
| YTD | +2.8% | +45.2% | -42.4% | -12.4% |
| 1Y | +16.7% | +48.1% | -31.3% | -1.2% |
| 3Y | +146.0% | +205.0% | -59.0% | +77.9% |
| All | +146.0% | +209.3% | -63.3% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling