+437.3%
CL vs FTI
+2,165.1%
-1,727.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.2% | +5.3% | -7.5% | -2.6% |
| 30D | -4.8% | +15.3% | -20.2% | -6.1% |
| 3M | +4.9% | +15.8% | -10.9% | +3.4% |
| 6M | -5.7% | +22.6% | -28.3% | -7.7% |
| YTD | +14.4% | +79.5% | -65.2% | +8.1% |
| 1Y | +8.7% | +102.0% | -93.3% | +1.6% |
| 3Y | +30.0% | +315.8% | -285.8% | +11.9% |
| 5Y | +28.4% | +1,129.5% | -1,101.1% | -3.3% |
| 10Y | +50.1% | +320.9% | -270.9% | +17.5% |
| All | +437.3% | +2,165.1% | -1,727.8% | +240.2% |
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