+48.1%
FTI vs CP
+32.8%
+15.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | -3.3% | +2.8% | -6.1% | -3.8% |
| 30D | -7.2% | +11.0% | -18.3% | -9.3% |
| 3M | -12.9% | +3.8% | -16.7% | -13.6% |
| 6M | -7.9% | +9.5% | -17.3% | -10.0% |
| YTD | +45.2% | +28.2% | +17.0% | +36.3% |
| 1Y | +48.1% | +33.0% | +15.1% | +38.3% |
| All | +48.1% | +32.8% | +15.3% | +38.3% |
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