+305.8%
CME vs FTI
+180.1%
+125.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.0% |
| 7D | +2.5% | +1.4% | +1.1% | +2.2% |
| 30D | +13.9% | -6.3% | +20.2% | +14.8% |
| 3M | +22.4% | -13.1% | +35.5% | +24.5% |
| 6M | +12.9% | -8.0% | +20.9% | +13.6% |
| YTD | +19.6% | +47.1% | -27.4% | +12.2% |
| 1Y | +17.7% | +50.7% | -33.0% | +10.0% |
| 3Y | +65.3% | +209.0% | -143.6% | +35.2% |
| 5Y | +75.1% | +847.0% | -771.9% | +13.0% |
| 10Y | +305.8% | +184.3% | +121.5% | +149.5% |
| All | +305.8% | +180.1% | +125.7% | +149.5% |
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 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