+1.4%
CI vs FTI
+191.5%
-190.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.8% | -2.7% |
| 7D | -1.6% | -7.6% | +6.1% | -1.4% |
| 30D | +5.4% | -7.1% | +12.5% | +5.5% |
| 3M | +7.3% | -8.7% | +16.0% | +7.3% |
| 6M | +5.3% | -14.0% | +19.3% | +5.5% |
| YTD | +8.5% | +42.8% | -34.4% | +6.8% |
| 1Y | +17.1% | +50.4% | -33.3% | +15.2% |
| 3Y | +1.4% | +194.1% | -192.7% | -3.6% |
| All | +1.4% | +191.5% | -190.1% | -3.6% |
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 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