+991.5%
CI vs FTI
+2,165.1%
-1,173.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +1.3% | +5.3% | -4.0% | 0.0% |
| 30D | +4.4% | +15.3% | -10.9% | +0.6% |
| 3M | +0.7% | +15.8% | -15.1% | -3.5% |
| 6M | +0.3% | +22.6% | -22.2% | -5.5% |
| YTD | +3.8% | +79.5% | -75.7% | -11.5% |
| 1Y | -5.5% | +102.0% | -107.5% | -22.2% |
| 3Y | +8.1% | +315.8% | -307.7% | -29.5% |
| 5Y | +42.8% | +1,129.5% | -1,086.7% | -35.3% |
| 10Y | +143.9% | +320.9% | -177.1% | +26.9% |
| All | +991.5% | +2,165.1% | -1,173.6% | +167.7% |
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