+142.8%
CI vs FTI
+189.4%
-46.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.8% | -0.1% |
| 7D | +1.2% | +4.3% | -3.2% | +0.4% |
| 30D | +2.6% | -4.7% | +7.2% | +3.1% |
| 3M | +7.4% | -13.5% | +21.0% | +9.8% |
| 6M | -0.1% | -8.7% | +8.6% | +0.7% |
| YTD | +9.7% | +49.0% | -39.3% | +1.0% |
| 1Y | +12.1% | +54.0% | -41.9% | +2.5% |
| 3Y | +7.0% | +211.6% | -204.6% | -17.1% |
| 5Y | +49.7% | +881.9% | -832.2% | -12.7% |
| All | +142.8% | +189.4% | -46.6% | +52.6% |
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