+54.0%
FTI vs CP
+31.6%
+22.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.1% |
| 7D | +4.3% | +2.1% | +2.2% | +3.9% |
| 30D | -4.7% | +9.3% | -14.0% | -6.5% |
| 3M | -13.5% | +0.5% | -14.0% | -13.6% |
| 6M | -8.7% | +10.4% | -19.1% | -11.0% |
| YTD | +49.0% | +28.7% | +20.3% | +39.1% |
| 1Y | +54.0% | +33.2% | +20.8% | +42.4% |
| All | +54.0% | +31.6% | +22.5% | +42.4% |
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