+3.5%
CCL vs FTI
+1,110.9%
-1,107.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.7% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -20.0% | +12.3% | -32.3% | -22.8% |
| 3M | -13.7% | +13.8% | -27.4% | -17.6% |
| 6M | -9.0% | +24.3% | -33.3% | -16.4% |
| YTD | -22.8% | +75.8% | -98.6% | -36.5% |
| 1Y | -25.3% | +99.6% | -124.9% | -41.2% |
| 3Y | +54.1% | +278.4% | -224.4% | -3.2% |
| 5Y | +3.5% | +1,168.7% | -1,165.2% | -63.5% |
| All | +3.5% | +1,110.9% | -1,107.5% | -63.5% |
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