+43.4%
CL vs FTI
+886.2%
-842.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.8% |
| 7D | +3.2% | +4.3% | -1.1% | +3.3% |
| 30D | +8.0% | -4.7% | +12.7% | +8.0% |
| 3M | +7.9% | -13.5% | +21.4% | +7.8% |
| 6M | +14.7% | -8.7% | +23.4% | +14.7% |
| YTD | +29.2% | +49.0% | -19.9% | +28.6% |
| 1Y | +29.5% | +54.0% | -24.5% | +29.0% |
| 3Y | +40.7% | +211.6% | -171.0% | +38.7% |
| All | +43.4% | +886.2% | -842.8% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling