+38.8%
CFG vs FTI
+108.8%
-69.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.5% | +5.3% | -3.7% | +0.6% |
| 30D | -3.8% | +15.3% | -19.2% | -6.1% |
| 3M | +11.5% | +15.8% | -4.3% | +8.2% |
| 6M | +19.2% | +22.6% | -3.4% | +12.2% |
| YTD | +23.7% | +79.5% | -55.8% | +5.0% |
| 1Y | +38.8% | +102.0% | -63.2% | +15.1% |
| All | +38.8% | +108.8% | -69.9% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling