+4,405.6%
CNC vs FTI
+3,548.4%
+857.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.2% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -1.8% | +12.3% | -14.1% | -4.2% |
| 3M | -0.7% | +13.8% | -14.5% | -3.6% |
| 6M | +47.9% | +24.3% | +23.7% | +40.6% |
| YTD | +56.9% | +75.8% | -18.8% | +38.4% |
| 1Y | +123.9% | +99.6% | +24.3% | +91.4% |
| 3Y | -1.3% | +278.4% | -279.7% | -29.5% |
| 5Y | +2.8% | +1,168.7% | -1,165.9% | -47.9% |
| 10Y | +90.9% | +297.5% | -206.7% | +11.9% |
| All | +4,405.6% | +3,548.4% | +857.2% | +850.7% |
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 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