+6,781.2%
CME vs FTI
+2,393.9%
+4,387.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | +5.3% | -6.9% | -2.8% |
| 30D | +6.2% | +15.3% | -9.1% | +2.6% |
| 3M | +10.4% | +15.8% | -5.3% | +6.2% |
| 6M | -9.5% | +22.6% | -32.1% | -14.5% |
| YTD | +6.0% | +79.5% | -73.5% | -8.8% |
| 1Y | +9.3% | +102.0% | -92.7% | -9.0% |
| 3Y | +57.7% | +315.8% | -258.2% | +5.2% |
| 5Y | +77.7% | +1,129.5% | -1,051.8% | -17.5% |
| 10Y | +281.2% | +320.9% | -39.7% | +99.7% |
| All | +6,781.2% | +2,393.9% | +4,387.3% | +2,221.5% |
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 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