+43.9%
CCL vs FTI
+2,165.1%
-2,121.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -5.0% | +5.3% | -10.3% | -7.0% |
| 30D | -20.3% | +15.3% | -35.7% | -24.9% |
| 3M | -15.1% | +15.8% | -30.9% | -20.9% |
| 6M | -15.1% | +22.6% | -37.7% | -23.3% |
| YTD | -21.8% | +79.5% | -101.3% | -39.3% |
| 1Y | -24.8% | +102.0% | -126.8% | -44.6% |
| 3Y | +51.9% | +315.8% | -264.0% | -19.2% |
| 5Y | +4.0% | +1,129.5% | -1,125.5% | -66.8% |
| 10Y | -42.2% | +320.9% | -363.2% | -76.3% |
| All | +43.9% | +2,165.1% | -2,121.3% | -71.7% |
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