+180.2%
FTI vs CF
+546.3%
-366.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -4.3% | -0.9% | -3.4% | -4.2% |
| 30D | -8.0% | +6.9% | -15.0% | -11.7% |
| 3M | -8.0% | +4.8% | -12.9% | -11.3% |
| 6M | -8.7% | +4.7% | -13.3% | -12.6% |
| YTD | +43.9% | +56.5% | -12.6% | +4.1% |
| 1Y | +49.8% | +48.4% | +1.4% | +11.6% |
| 3Y | +211.7% | +59.1% | +152.5% | +112.2% |
| 5Y | +781.6% | +109.5% | +672.0% | +360.5% |
| 10Y | +180.2% | +487.0% | -306.8% | -10.6% |
| All | +180.2% | +546.3% | -366.1% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling