+84.9%
CL vs FTI
+178.7%
-93.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +2.6% | -3.3% | +5.9% | +2.7% |
| 30D | +11.8% | -7.2% | +19.0% | +12.1% |
| 3M | +5.9% | -12.9% | +18.8% | +6.5% |
| 6M | +13.3% | -7.9% | +21.2% | +13.5% |
| YTD | +27.1% | +45.2% | -18.1% | +24.0% |
| 1Y | +28.0% | +48.1% | -20.1% | +24.7% |
| 3Y | +39.4% | +205.0% | -165.6% | +29.0% |
| 5Y | +40.8% | +838.8% | -798.1% | +18.6% |
| 10Y | +84.9% | +174.8% | -89.9% | +51.9% |
| All | +84.9% | +178.7% | -93.8% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling