+194.1%
FTI vs CP
+26.5%
+167.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.7% |
| 7D | -7.6% | +2.8% | -10.4% | -8.6% |
| 30D | -7.1% | +10.2% | -17.3% | -10.6% |
| 3M | -8.7% | +2.4% | -11.1% | -9.8% |
| 6M | -14.0% | +7.7% | -21.6% | -16.8% |
| YTD | +42.8% | +26.0% | +16.9% | +28.9% |
| 1Y | +50.4% | +34.6% | +15.7% | +31.8% |
| 3Y | +194.1% | +26.7% | +167.4% | +165.3% |
| All | +194.1% | +26.5% | +167.6% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling