+79.8%
CCL vs FTI
+1,779.9%
-1,700.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | -1.2% |
| 7D | -1.2% | +4.3% | -5.5% | -2.8% |
| 30D | +13.1% | -4.7% | +17.8% | +14.6% |
| 3M | +3.4% | -13.5% | +16.9% | +8.2% |
| 6M | +18.7% | -8.7% | +27.4% | +19.9% |
| YTD | -2.3% | +49.0% | -51.3% | -19.2% |
| 1Y | +14.2% | +54.0% | -39.8% | -6.8% |
| 3Y | +133.6% | +211.6% | -78.0% | +38.8% |
| 5Y | +33.5% | +881.9% | -848.4% | -53.5% |
| 10Y | -32.8% | +188.1% | -220.9% | -68.7% |
| All | +79.8% | +1,779.9% | -1,700.1% | -62.4% |
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