+1,698.0%
FTI vs CP
+3,167.1%
-1,469.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +4.2% |
| 7D | -7.6% | +2.8% | -10.4% | -9.4% |
| 30D | -7.1% | +10.2% | -17.3% | -13.0% |
| 3M | -8.7% | +2.4% | -11.1% | -10.6% |
| 6M | -14.0% | +7.7% | -21.6% | -18.8% |
| YTD | +42.8% | +26.0% | +16.9% | +20.9% |
| 1Y | +50.4% | +34.6% | +15.7% | +21.8% |
| 3Y | +194.1% | +26.7% | +167.4% | +141.0% |
| 5Y | +775.2% | +24.9% | +750.3% | +614.2% |
| 10Y | +189.2% | +258.6% | -69.4% | +24.9% |
| All | +1,698.0% | +3,167.1% | -1,469.1% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling