+96.9%
FTI vs CP
+19.4%
+77.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | -2.3% | +0.6% | -2.9% | -2.4% |
| 30D | +5.0% | -0.5% | +5.5% | +5.1% |
| 3M | +13.8% | +0.1% | +13.8% | +13.6% |
| 6M | +22.9% | +7.8% | +15.1% | +20.8% |
| YTD | +75.0% | +22.9% | +52.1% | +68.6% |
| 1Y | +96.9% | +21.3% | +75.6% | +90.9% |
| All | +96.9% | +19.4% | +77.5% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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