+122.3%
FTI vs CAI
-8.1%
+130.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.1% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +12.3% | +9.1% | +3.2% | +12.4% |
| 3M | +13.8% | +53.8% | -40.0% | +13.6% |
| 6M | +24.3% | +33.5% | -9.2% | +24.0% |
| YTD | +75.8% | -8.0% | +83.8% | +75.3% |
| 1Y | +99.6% | -28.7% | +128.3% | +98.0% |
| All | +122.3% | -8.1% | +130.3% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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