+47.7%
CI vs FTI
+776.4%
-728.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.8% | -2.9% |
| 7D | -1.6% | -7.6% | +6.1% | -0.8% |
| 30D | +5.4% | -7.1% | +12.5% | +6.0% |
| 3M | +7.3% | -8.7% | +16.0% | +7.9% |
| 6M | +5.3% | -14.0% | +19.3% | +6.4% |
| YTD | +8.5% | +42.8% | -34.4% | +3.5% |
| 1Y | +17.1% | +50.4% | -33.3% | +11.0% |
| 3Y | +1.4% | +194.1% | -192.7% | -13.8% |
| All | +47.7% | +776.4% | -728.7% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling