+362.4%
CFG vs FTI
+115.8%
+246.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.5% | +5.3% | -3.7% | -0.5% |
| 30D | -3.8% | +15.3% | -19.2% | -9.2% |
| 3M | +11.5% | +15.8% | -4.3% | +4.3% |
| 6M | +19.2% | +22.6% | -3.4% | +8.4% |
| YTD | +23.7% | +79.5% | -55.8% | -3.5% |
| 1Y | +38.8% | +102.0% | -63.2% | +2.8% |
| 3Y | +178.9% | +315.8% | -136.9% | +48.5% |
| 5Y | +101.8% | +1,129.5% | -1,027.7% | -37.0% |
| 10Y | +317.3% | +320.9% | -3.7% | +53.1% |
| All | +362.4% | +115.8% | +246.6% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling