+196.4%
CFG vs FTI
+295.6%
-99.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.5% | +5.3% | -3.7% | 0.0% |
| 30D | -3.8% | +15.3% | -19.2% | -8.0% |
| 3M | +11.5% | +15.8% | -4.3% | +5.9% |
| 6M | +19.2% | +22.6% | -3.4% | +10.4% |
| YTD | +23.7% | +79.5% | -55.8% | +0.5% |
| 1Y | +38.8% | +102.0% | -63.2% | +8.0% |
| All | +196.4% | +295.6% | -99.2% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling