+291.9%
FTI vs CPB
-45.5%
+337.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.9% |
| 7D | -5.6% | -5.4% | -0.2% | -5.6% |
| 30D | +0.4% | -7.8% | +8.2% | +0.4% |
| 3M | +8.1% | -6.9% | +15.0% | +8.2% |
| 6M | +16.7% | -12.2% | +28.9% | +16.9% |
| YTD | +70.0% | -21.1% | +91.0% | +70.4% |
| 1Y | +85.4% | -33.5% | +118.9% | +86.5% |
| 3Y | +265.9% | -43.2% | +309.1% | +267.2% |
| 5Y | +1,072.7% | -40.9% | +1,113.6% | +1,075.9% |
| All | +291.9% | -45.5% | +337.3% | +309.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CPB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling