+487.8%
CL vs FTI
+1,702.1%
-1,214.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.4% |
| 7D | +1.3% | -7.6% | +9.0% | +2.0% |
| 30D | +11.4% | -7.1% | +18.5% | +11.9% |
| 3M | +4.4% | -8.7% | +13.1% | +5.0% |
| 6M | +10.8% | -14.0% | +24.8% | +11.8% |
| YTD | +25.1% | +42.8% | -17.7% | +20.4% |
| 1Y | +28.0% | +50.4% | -22.4% | +22.6% |
| 3Y | +37.6% | +194.1% | -156.5% | +22.2% |
| 5Y | +39.7% | +775.2% | -735.5% | +8.7% |
| 10Y | +75.8% | +189.2% | -113.4% | +42.7% |
| All | +487.8% | +1,702.1% | -1,214.3% | +278.9% |
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 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