+1,048.4%
CI vs FTI
+1,715.2%
-666.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +0.1% | -4.3% | +4.5% | +1.2% |
| 30D | +4.7% | -8.0% | +12.7% | +6.4% |
| 3M | +5.2% | -8.0% | +13.3% | +6.7% |
| 6M | +3.8% | -8.7% | +12.5% | +5.0% |
| YTD | +9.2% | +43.9% | -34.7% | -2.1% |
| 1Y | +14.3% | +49.8% | -35.5% | +1.2% |
| 3Y | +8.4% | +211.7% | -203.3% | -24.1% |
| 5Y | +50.0% | +781.6% | -731.5% | -25.7% |
| 10Y | +142.2% | +180.2% | -38.0% | +40.9% |
| All | +1,048.4% | +1,715.2% | -666.8% | +196.2% |
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 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