+279.3%
FTI vs CG
+54.3%
+225.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.4% |
| 7D | -0.2% | -1.3% | +1.1% | +0.2% |
| 30D | +12.3% | -3.2% | +15.5% | +13.2% |
| 3M | +13.8% | +6.2% | +7.5% | +10.3% |
| 6M | +24.3% | -4.7% | +28.9% | +24.5% |
| YTD | +75.8% | -20.6% | +96.4% | +87.6% |
| 1Y | +99.6% | -26.4% | +126.0% | +118.4% |
| All | +279.3% | +54.3% | +225.0% | +213.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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