+1,072.7%
FTI vs CG
+2.7%
+1,070.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.0% |
| 7D | -5.6% | -9.8% | +4.2% | -2.1% |
| 30D | +0.4% | -10.3% | +10.7% | +4.1% |
| 3M | +8.1% | -1.7% | +9.8% | +7.8% |
| 6M | +16.7% | -9.8% | +26.5% | +19.2% |
| YTD | +70.0% | -25.6% | +95.6% | +85.4% |
| 1Y | +85.4% | -32.5% | +118.0% | +108.8% |
| 3Y | +265.9% | +45.6% | +220.3% | +196.5% |
| 5Y | +1,072.7% | +3.7% | +1,069.1% | +911.2% |
| All | +1,072.7% | +2.7% | +1,070.0% | +911.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling