+2,159.9%
FTI vs CP
+3,139.8%
-979.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +5.3% | -2.7% | +8.0% | +6.9% |
| 30D | +15.3% | +0.2% | +15.2% | +14.9% |
| 3M | +15.8% | +2.6% | +13.2% | +13.4% |
| 6M | +22.6% | +6.0% | +16.6% | +16.8% |
| YTD | +79.5% | +24.9% | +54.6% | +53.4% |
| 1Y | +102.0% | +20.1% | +81.9% | +76.2% |
| 3Y | +315.8% | +16.4% | +299.4% | +260.4% |
| 5Y | +1,129.5% | +31.7% | +1,097.8% | +871.8% |
| 10Y | +320.9% | +223.9% | +97.1% | +93.7% |
| All | +2,159.9% | +3,139.8% | -979.9% | +219.6% |
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