+42.5%
CI vs FTI
+1,129.5%
-1,087.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +1.3% | +5.3% | -4.0% | +0.7% |
| 30D | +4.4% | +15.3% | -10.9% | +2.7% |
| 3M | +0.7% | +15.8% | -15.1% | -1.2% |
| 6M | +0.3% | +22.6% | -22.2% | -2.2% |
| YTD | +3.8% | +79.5% | -75.7% | -3.2% |
| 1Y | -5.5% | +102.0% | -107.5% | -13.2% |
| 3Y | +8.1% | +315.8% | -307.7% | -12.0% |
| All | +42.5% | +1,129.5% | -1,087.0% | -7.2% |
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