+762.4%
FTI vs CP
+24.4%
+738.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +4.0% |
| 7D | -7.6% | +2.8% | -10.4% | -9.1% |
| 30D | -7.1% | +10.2% | -17.3% | -11.9% |
| 3M | -8.7% | +2.4% | -11.1% | -10.2% |
| 6M | -14.0% | +7.7% | -21.6% | -17.9% |
| YTD | +42.8% | +26.0% | +16.9% | +24.2% |
| 1Y | +50.4% | +34.6% | +15.7% | +25.8% |
| 3Y | +194.1% | +26.7% | +167.4% | +145.8% |
| All | +762.4% | +24.4% | +738.1% | +616.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling