+90.9%
FTI vs CPB
-30.6%
+121.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -2.3% | -8.0% | +5.7% | -3.0% |
| 30D | +5.0% | -2.4% | +7.4% | +4.9% |
| 3M | +13.8% | +0.5% | +13.3% | +14.4% |
| 6M | +22.9% | -10.5% | +33.4% | +23.5% |
| YTD | +75.0% | -17.5% | +92.5% | +75.8% |
| All | +90.9% | -30.6% | +121.6% | +93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling