+50.4%
FTI vs CF
+46.5%
+3.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | -7.6% | -3.2% | -4.5% | -7.1% |
| 30D | -7.1% | +4.3% | -11.5% | -7.7% |
| 3M | -8.7% | +2.8% | -11.5% | -9.0% |
| 6M | -14.0% | +0.6% | -14.6% | -14.2% |
| YTD | +42.8% | +56.6% | -13.8% | +22.7% |
| 1Y | +50.4% | +49.6% | +0.8% | +31.8% |
| All | +50.4% | +46.5% | +3.9% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling