+33.6%
CCL vs FTI
+800.3%
-766.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +5.8% | -3.3% | +9.1% | +6.7% |
| 30D | +17.3% | -7.2% | +24.5% | +19.2% |
| 3M | +11.3% | -12.9% | +24.2% | +14.8% |
| 6M | +18.5% | -7.9% | +26.3% | +18.8% |
| YTD | +2.8% | +45.2% | -42.4% | -11.6% |
| 1Y | +16.7% | +48.1% | -31.3% | -0.3% |
| 3Y | +146.0% | +205.0% | -59.0% | +62.9% |
| 5Y | +33.6% | +838.8% | -805.2% | -46.2% |
| All | +33.6% | +800.3% | -766.7% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling