+89.1%
CCL vs FTI
+1,731.3%
-1,642.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | +5.8% | -3.3% | +9.1% | +7.1% |
| 30D | +17.3% | -7.2% | +24.5% | +20.0% |
| 3M | +11.3% | -12.9% | +24.2% | +16.2% |
| 6M | +18.5% | -7.9% | +26.3% | +19.1% |
| YTD | +2.8% | +45.2% | -42.4% | -14.1% |
| 1Y | +16.7% | +48.1% | -31.3% | -3.3% |
| 3Y | +146.0% | +205.0% | -59.0% | +47.4% |
| 5Y | +33.6% | +838.8% | -805.2% | -52.7% |
| 10Y | -29.4% | +174.8% | -204.2% | -66.6% |
| All | +89.1% | +1,731.3% | -1,642.3% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling