+1,077.6%
CI vs FTI
+1,731.3%
-653.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.3% |
| 7D | +2.6% | -3.3% | +5.9% | +3.4% |
| 30D | +7.3% | -7.2% | +14.5% | +8.9% |
| 3M | +9.5% | -12.9% | +22.4% | +12.6% |
| 6M | +6.4% | -7.9% | +14.3% | +7.4% |
| YTD | +12.0% | +45.2% | -33.2% | +0.2% |
| 1Y | +20.1% | +48.1% | -28.0% | +6.7% |
| 3Y | +9.6% | +205.0% | -195.4% | -22.8% |
| 5Y | +52.7% | +838.8% | -786.1% | -25.7% |
| 10Y | +150.3% | +174.8% | -24.5% | +46.7% |
| All | +1,077.6% | +1,731.3% | -653.7% | +203.1% |
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