+27.8%
CFG vs FTI
+51.8%
-24.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -0.8% | +1.4% | -2.2% | -1.0% |
| 30D | +3.1% | -6.3% | +9.4% | +4.0% |
| 3M | -9.7% | -13.1% | +3.4% | -7.6% |
| 6M | +6.7% | -8.0% | +14.7% | +7.7% |
| YTD | +15.2% | +47.1% | -31.9% | -6.9% |
| All | +27.8% | +51.8% | -24.1% | -1.3% |
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 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