+5,648.9%
CRM vs FTI
+1,581.5%
+4,067.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.3% |
| 7D | -8.1% | -5.6% | -2.5% | -6.6% |
| 30D | +23.1% | +0.4% | +22.6% | +22.9% |
| 3M | +42.5% | +8.1% | +34.4% | +38.7% |
| 6M | +25.3% | +16.7% | +8.6% | +18.7% |
| YTD | -7.8% | +70.0% | -77.8% | -21.8% |
| 1Y | +1.0% | +85.4% | -84.4% | -16.7% |
| 3Y | +10.0% | +265.9% | -255.9% | -27.6% |
| 5Y | -3.9% | +1,072.7% | -1,076.6% | -57.9% |
| 10Y | +233.2% | +298.9% | -65.8% | +66.8% |
| All | +5,648.9% | +1,581.5% | +4,067.5% | +1,450.4% |
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