+278.4%
FTI vs CPB
-40.5%
+318.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -1.9% |
| 7D | -0.2% | -8.2% | +8.0% | -0.9% |
| 30D | +12.3% | -5.6% | +17.9% | +11.8% |
| 3M | +13.8% | +3.0% | +10.8% | +14.3% |
| 6M | +24.3% | -12.7% | +37.0% | +23.6% |
| YTD | +75.8% | -18.0% | +93.7% | +74.2% |
| 1Y | +99.6% | -31.7% | +131.4% | +95.3% |
| 3Y | +278.4% | -41.0% | +319.4% | +262.8% |
| All | +278.4% | -40.5% | +318.9% | +262.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling