+53.5%
CME vs FTI
+284.3%
-230.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.0% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +5.5% | +12.3% | -6.8% | +5.2% |
| 3M | +11.0% | +13.8% | -2.8% | +10.5% |
| 6M | -9.7% | +24.3% | -34.0% | -10.1% |
| YTD | +4.9% | +75.8% | -70.9% | +3.8% |
| 1Y | +10.1% | +99.6% | -89.5% | +8.8% |
| 3Y | +53.5% | +278.4% | -224.9% | +46.7% |
| All | +53.5% | +284.3% | -230.8% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling