+1,168.7%
FTI vs CPB
-38.5%
+1,207.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.1% |
| 7D | -0.2% | -8.2% | +8.0% | -0.3% |
| 30D | +12.3% | -5.6% | +17.9% | +12.3% |
| 3M | +13.8% | +3.0% | +10.8% | +13.8% |
| 6M | +24.3% | -12.7% | +37.0% | +24.7% |
| YTD | +75.8% | -18.0% | +93.7% | +76.5% |
| 1Y | +99.6% | -31.7% | +131.4% | +101.5% |
| 3Y | +278.4% | -41.0% | +319.4% | +277.8% |
| 5Y | +1,168.7% | -38.4% | +1,207.1% | +1,116.2% |
| All | +1,168.7% | -38.5% | +1,207.2% | +1,116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling