+316.4%
CFG vs FTI
+71.7%
+244.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.1% | -2.1% |
| 7D | -0.9% | -7.6% | +6.7% | +2.1% |
| 30D | +1.1% | -7.1% | +8.2% | +3.5% |
| 3M | -12.0% | -8.7% | -3.3% | -9.5% |
| 6M | -2.2% | -14.0% | +11.8% | +2.0% |
| YTD | +11.4% | +42.8% | -31.4% | -5.6% |
| 1Y | +27.8% | +50.4% | -22.5% | +6.1% |
| 3Y | +173.3% | +194.1% | -20.8% | +66.7% |
| 5Y | +62.4% | +775.2% | -712.8% | -41.8% |
| 10Y | +249.6% | +189.2% | +60.4% | +45.8% |
| All | +316.4% | +71.7% | +244.7% | +77.4% |
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