+303.4%
FTI vs CPB
-43.0%
+346.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -2.3% | -8.0% | +5.7% | -2.3% |
| 30D | +5.0% | -2.4% | +7.4% | +5.0% |
| 3M | +13.8% | +0.5% | +13.3% | +13.8% |
| 6M | +22.9% | -10.5% | +33.4% | +23.1% |
| YTD | +75.0% | -17.5% | +92.5% | +75.4% |
| 1Y | +96.9% | -31.0% | +127.9% | +98.0% |
| 3Y | +276.7% | -40.6% | +317.4% | +278.0% |
| 5Y | +1,157.0% | -37.7% | +1,194.7% | +1,160.1% |
| All | +303.4% | -43.0% | +346.4% | +321.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling