+7.6%
CL vs FTI
+102.0%
-94.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.5% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -5.2% | +12.3% | -17.5% | -4.6% |
| 3M | +3.3% | +13.8% | -10.5% | +4.0% |
| 6M | -4.4% | +24.3% | -28.7% | -4.3% |
| YTD | +13.9% | +75.8% | -61.9% | +13.6% |
| 1Y | +7.6% | +99.6% | -92.0% | +7.8% |
| All | +7.6% | +102.0% | -94.4% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling