+76.1%
CME vs FTI
+1,177.2%
-1,101.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.6% | -2.3% | +1.7% | -0.5% |
| 30D | +4.7% | +5.0% | -0.3% | +4.4% |
| 3M | +7.8% | +13.8% | -6.0% | +7.0% |
| 6M | -11.0% | +22.9% | -33.9% | -12.0% |
| YTD | +4.0% | +75.0% | -71.0% | +1.0% |
| 1Y | +9.1% | +96.9% | -87.8% | +5.3% |
| 3Y | +52.3% | +276.7% | -224.5% | +40.0% |
| 5Y | +76.1% | +1,157.0% | -1,080.9% | +42.6% |
| All | +76.1% | +1,177.2% | -1,101.1% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling