+308.6%
CFG vs FTI
+304.2%
+4.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.3% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -3.7% | +12.3% | -16.0% | -8.3% |
| 3M | +9.5% | +13.8% | -4.3% | +3.0% |
| 6M | +22.2% | +24.3% | -2.0% | +10.1% |
| YTD | +22.3% | +75.8% | -53.4% | -4.6% |
| 1Y | +39.4% | +99.6% | -60.2% | +2.6% |
| 3Y | +188.5% | +278.4% | -89.9% | +56.2% |
| 5Y | +101.5% | +1,168.7% | -1,067.1% | -41.2% |
| 10Y | +308.6% | +297.5% | +11.1% | +44.3% |
| All | +308.6% | +304.2% | +4.4% | +44.3% |
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