+208.5%
CFG vs FTI
+189.4%
+19.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | -0.2% |
| 7D | +3.2% | +4.3% | -1.1% | +1.5% |
| 30D | +5.1% | -4.7% | +9.8% | +6.6% |
| 3M | -11.2% | -13.5% | +2.3% | -6.5% |
| 6M | +9.6% | -8.7% | +18.3% | +11.7% |
| YTD | +15.0% | +49.0% | -34.0% | -4.8% |
| 1Y | +29.9% | +54.0% | -24.2% | +6.0% |
| 3Y | +192.1% | +211.6% | -19.5% | +70.9% |
| 5Y | +62.3% | +881.9% | -819.6% | -47.2% |
| All | +208.5% | +189.4% | +19.1% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling