+194.1%
FTI vs CF
+57.7%
+136.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.9% |
| 7D | -7.6% | -3.2% | -4.5% | -6.9% |
| 30D | -7.1% | +4.3% | -11.5% | -8.3% |
| 3M | -8.7% | +2.8% | -11.5% | -9.6% |
| 6M | -14.0% | +0.6% | -14.6% | -14.7% |
| YTD | +42.8% | +56.6% | -13.8% | +17.6% |
| 1Y | +50.4% | +49.6% | +0.8% | +25.9% |
| 3Y | +194.1% | +61.5% | +132.6% | +133.4% |
| All | +194.1% | +57.7% | +136.4% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling