+274.2%
CME vs FTI
+305.3%
-31.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -1.6% | -4.4% | +2.8% | -1.0% |
| 30D | +5.6% | +1.5% | +4.1% | +5.3% |
| 3M | +5.6% | +8.2% | -2.6% | +4.2% |
| 6M | -8.3% | +18.8% | -27.1% | -10.9% |
| YTD | +4.3% | +71.7% | -67.3% | -4.0% |
| 1Y | +9.1% | +90.0% | -81.0% | -1.3% |
| 3Y | +52.1% | +270.5% | -218.4% | +21.0% |
| 5Y | +79.7% | +1,084.5% | -1,004.9% | +11.3% |
| All | +274.2% | +305.3% | -31.0% | +123.7% |
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